+39.4%
RKT vs TD
+123.9%
-84.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.6% | -1.7% |
| 7D | -1.0% | -1.9% | +1.0% | +0.9% |
| 30D | -2.4% | -1.6% | -0.8% | -1.1% |
| 3M | +1.9% | +4.6% | -2.7% | -2.6% |
| 6M | -13.9% | +26.8% | -40.7% | -30.3% |
| YTD | -30.6% | +28.3% | -59.0% | -44.2% |
| 1Y | -34.4% | +60.4% | -94.8% | -55.9% |
| All | +39.4% | +123.9% | -84.5% | -30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling