-3.5%
ROP vs TMF
-25.3%
+21.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.8% | -2.9% |
| 7D | +2.1% | +1.2% | +0.9% | +2.0% |
| 30D | +32.9% | +19.7% | +13.2% | +31.3% |
| 3M | +20.0% | -2.1% | +22.1% | +19.9% |
| 6M | +36.4% | -13.4% | +49.9% | +37.2% |
| YTD | +7.8% | -16.7% | +24.6% | +8.6% |
| 1Y | +8.0% | -23.3% | +31.3% | +9.3% |
| 3Y | -3.5% | -24.8% | +21.3% | -3.9% |
| All | -3.5% | -25.3% | +21.8% | -3.9% |
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