+1,199.7%
ROL vs TMF
-68.9%
+1,268.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.5% |
| 7D | -1.4% | -1.4% | 0.0% | -1.6% |
| 30D | -4.1% | -2.8% | -1.3% | -4.3% |
| 3M | -22.5% | -10.9% | -11.6% | -23.3% |
| 6M | -37.7% | -21.3% | -16.3% | -39.0% |
| YTD | -39.6% | -15.9% | -23.7% | -40.4% |
| 1Y | -36.0% | -15.7% | -20.3% | -36.8% |
| 3Y | -5.1% | -43.4% | +38.2% | -9.0% |
| 5Y | -3.4% | -87.8% | +84.4% | -23.5% |
| 10Y | +215.2% | -86.7% | +302.0% | +172.1% |
| All | +1,199.7% | -68.9% | +1,268.5% | +1,419.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TMF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling