-20.0%
RKT vs TT
+297.3%
-317.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.1% | -4.9% | -4.9% |
| 7D | +4.6% | +0.8% | +3.8% | +4.1% |
| 30D | +25.9% | -11.8% | +37.6% | +32.6% |
| 3M | +5.0% | -11.6% | +16.6% | +10.4% |
| 6M | -7.9% | -9.3% | +1.4% | -4.7% |
| YTD | -25.4% | +8.9% | -34.2% | -29.7% |
| 1Y | -15.4% | -2.2% | -13.2% | -16.0% |
| 3Y | +83.3% | +91.9% | -8.6% | +19.7% |
| 5Y | -0.8% | +136.0% | -136.8% | -48.8% |
| All | -20.0% | +297.3% | -317.3% | -72.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling