-22.2%
RKT vs TD
+241.2%
-263.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.2% | 0.0% |
| 7D | +2.1% | +0.3% | +1.8% | +1.9% |
| 30D | +1.4% | +0.4% | +1.0% | +1.0% |
| 3M | +6.3% | +7.6% | -1.4% | 0.0% |
| 6M | -15.5% | +25.0% | -40.4% | -28.9% |
| YTD | -27.4% | +31.0% | -58.4% | -40.9% |
| 1Y | -26.6% | +65.2% | -91.8% | -49.8% |
| 3Y | +41.2% | +122.5% | -81.3% | -23.1% |
| 5Y | -6.4% | +124.8% | -131.2% | -47.9% |
| All | -22.2% | +241.2% | -263.4% | -66.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling