-25.7%
RKT vs TNA
+105.6%
-131.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.1% | +1.4% | -1.1% |
| 7D | -1.0% | -3.6% | +2.6% | +0.5% |
| 30D | -2.4% | -10.1% | +7.7% | +1.8% |
| 3M | +1.9% | +2.7% | -0.8% | +1.0% |
| 6M | -13.9% | +38.4% | -52.3% | -23.8% |
| YTD | -30.6% | +45.4% | -76.1% | -39.9% |
| 1Y | -34.4% | +55.9% | -90.3% | -45.2% |
| 3Y | +38.2% | +109.8% | -71.6% | -5.9% |
| 5Y | -9.7% | -22.5% | +12.9% | -25.7% |
| All | -25.7% | +105.6% | -131.2% | -63.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling