-22.2%
RKT vs TT
+322.8%
-345.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -2.0% | -1.6% |
| 7D | +2.1% | 0.0% | +2.1% | +2.1% |
| 30D | +1.4% | -7.2% | +8.6% | +5.4% |
| 3M | +6.3% | -3.0% | +9.2% | +7.7% |
| 6M | -15.5% | +1.4% | -16.8% | -16.3% |
| YTD | -27.4% | +15.9% | -43.3% | -32.9% |
| 1Y | -26.6% | +9.4% | -36.0% | -30.5% |
| 3Y | +41.2% | +124.4% | -83.1% | -14.5% |
| 5Y | -6.4% | +138.0% | -144.4% | -52.2% |
| All | -22.2% | +322.8% | -345.0% | -73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded TT 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling