-27.1%
RKT vs TDG
+194.4%
-221.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.5% |
| 7D | -6.3% | -1.9% | -4.4% | -5.5% |
| 30D | -6.2% | -7.7% | +1.5% | -3.2% |
| 3M | -1.9% | -9.3% | +7.5% | +2.2% |
| 6M | -13.0% | -9.4% | -3.6% | -9.3% |
| YTD | -31.9% | -14.3% | -17.7% | -28.1% |
| 1Y | -37.6% | -11.8% | -25.7% | -34.8% |
| 3Y | +36.8% | +52.0% | -15.2% | +6.9% |
| 5Y | -9.7% | +128.8% | -138.6% | -41.9% |
| All | -27.1% | +194.4% | -221.4% | -59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 10y: compounded portfolio wealth divided by compounded TDG 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…
10y analysis · Full analysis span regression · 6 months rolling