-7.4%
RKT vs TD
+17.6%
-24.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.4% | -4.7% | -4.8% |
| 7D | -7.5% | +0.6% | -8.1% | -7.9% |
| 30D | +26.6% | +5.0% | +21.6% | +21.4% |
| 3M | -2.4% | +1.1% | -3.5% | -3.4% |
| 6M | -7.4% | +16.5% | -23.8% | -30.4% |
| All | -7.4% | +17.6% | -24.9% | -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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling