+1,045.5%
ROP vs TMF
-70.3%
+1,115.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.5% | +0.2% |
| 7D | +0.2% | -1.1% | +1.2% | +0.1% |
| 30D | +30.3% | +11.8% | +18.5% | +32.0% |
| 3M | +17.8% | -4.0% | +21.8% | +17.2% |
| 6M | +38.9% | -16.5% | +55.4% | +36.1% |
| YTD | +7.6% | -19.9% | +27.5% | +5.1% |
| 1Y | +6.5% | -25.6% | +32.1% | +3.1% |
| 3Y | -6.3% | -29.9% | +23.6% | -8.4% |
| 5Y | +0.9% | -88.2% | +89.2% | -24.3% |
| 10Y | +180.7% | -81.7% | +262.5% | +151.9% |
| All | +1,045.5% | -70.3% | +1,115.8% | +1,134.1% |
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