+180.7%
ROP vs TMF
-82.2%
+263.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.5% | +0.5% |
| 7D | +0.2% | -1.1% | +1.2% | +0.2% |
| 30D | +30.3% | +11.8% | +18.5% | +30.8% |
| 3M | +17.8% | -4.0% | +21.8% | +17.6% |
| 6M | +38.9% | -16.5% | +55.4% | +37.9% |
| YTD | +7.6% | -19.9% | +27.5% | +6.8% |
| 1Y | +6.5% | -25.6% | +32.1% | +5.3% |
| 3Y | -6.3% | -29.9% | +23.6% | -6.8% |
| 5Y | +0.9% | -88.2% | +89.2% | -15.9% |
| 10Y | +180.7% | -81.7% | +262.5% | +164.0% |
| All | +180.7% | -82.2% | +263.0% | +164.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling