-27.1%
RKT vs TD
+239.3%
-266.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.6% |
| 7D | -6.3% | -0.5% | -5.7% | -5.8% |
| 30D | -6.2% | -1.9% | -4.3% | -4.8% |
| 3M | -1.9% | +4.8% | -6.6% | -5.7% |
| 6M | -13.0% | +28.0% | -41.0% | -28.1% |
| YTD | -31.9% | +30.3% | -62.2% | -44.4% |
| 1Y | -37.6% | +59.8% | -97.3% | -56.2% |
| 3Y | +36.8% | +124.7% | -87.9% | -26.0% |
| 5Y | -9.7% | +127.0% | -136.7% | -49.8% |
| All | -27.1% | +239.3% | -266.4% | -68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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