+76.3%
RKT vs TLN
+602.5%
-526.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.8% | -4.5% | -2.2% |
| 7D | +6.0% | +10.9% | -4.9% | +4.2% |
| 30D | +0.7% | -6.3% | +7.0% | +1.6% |
| 3M | +11.8% | -10.7% | +22.5% | +13.1% |
| 6M | -7.6% | +1.6% | -9.3% | -8.2% |
| YTD | -28.7% | -13.1% | -15.6% | -28.0% |
| 1Y | -32.6% | -15.1% | -17.5% | -32.0% |
| 3Y | +42.1% | +495.0% | -452.9% | -7.9% |
| All | +76.3% | +602.5% | -526.2% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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