-27.1%
RKT vs TNA
+101.5%
-128.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.5% |
| 7D | -6.3% | -7.3% | +1.0% | -3.5% |
| 30D | -6.2% | -14.2% | +8.0% | -0.4% |
| 3M | -1.9% | -4.6% | +2.7% | 0.0% |
| 6M | -13.0% | +36.9% | -49.9% | -22.8% |
| YTD | -31.9% | +42.5% | -74.5% | -40.6% |
| 1Y | -37.6% | +45.8% | -83.3% | -46.6% |
| 3Y | +36.8% | +104.7% | -67.8% | -5.9% |
| 5Y | -9.7% | -21.7% | +12.0% | -25.7% |
| All | -27.1% | +101.5% | -128.6% | -64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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