-6.3%
ROP vs TMF
-28.2%
+21.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.5% | +0.9% |
| 7D | +0.2% | -1.1% | +1.2% | +0.3% |
| 30D | +30.3% | +11.8% | +18.5% | +29.4% |
| 3M | +17.8% | -4.0% | +21.8% | +17.9% |
| 6M | +38.9% | -16.5% | +55.4% | +40.0% |
| YTD | +7.6% | -19.9% | +27.5% | +8.7% |
| 1Y | +6.5% | -25.6% | +32.1% | +8.0% |
| All | -6.3% | -28.2% | +21.9% | -5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling