-24.1%
RKT vs TD
+249.6%
-273.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -9.0% | +1.1% | -10.1% | -9.7% |
| 30D | +30.2% | +5.2% | +25.0% | +25.0% |
| 3M | -8.8% | +1.2% | -10.1% | -10.0% |
| 6M | -0.9% | +17.7% | -18.7% | -13.3% |
| YTD | -29.2% | +34.2% | -63.4% | -43.6% |
| 1Y | -20.1% | +55.4% | -75.5% | -43.0% |
| 3Y | +81.3% | +130.4% | -49.1% | -4.2% |
| 5Y | -6.6% | +101.8% | -108.4% | -46.3% |
| All | -24.1% | +249.6% | -273.7% | -67.6% |
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