-9.7%
RKT vs TD
+122.4%
-132.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.5% |
| 7D | -7.2% | -2.6% | -4.7% | -5.1% |
| 30D | -7.9% | -1.0% | -6.9% | -7.2% |
| 3M | +5.2% | +5.6% | -0.4% | 0.0% |
| 6M | -14.9% | +27.1% | -42.0% | -30.6% |
| YTD | -31.9% | +29.4% | -61.3% | -45.1% |
| 1Y | -36.9% | +60.7% | -97.6% | -57.4% |
| 3Y | +35.7% | +127.6% | -91.9% | -31.9% |
| 5Y | -9.7% | +125.4% | -135.1% | -52.8% |
| All | -9.7% | +122.4% | -132.1% | -52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling