+1.2%
ROP vs TMF
-88.2%
+89.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -2.9% | -3.4% | +0.4% | -2.7% |
| 30D | +30.1% | +11.5% | +18.5% | +29.2% |
| 3M | +19.9% | -4.5% | +24.4% | +20.1% |
| 6M | +46.0% | -15.0% | +61.0% | +47.3% |
| YTD | +8.4% | -19.9% | +28.2% | +9.6% |
| 1Y | +8.8% | -26.6% | +35.4% | +10.6% |
| 3Y | -5.6% | -29.8% | +24.2% | -5.0% |
| All | +1.2% | -88.2% | +89.4% | +8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling