-23.6%
RKT vs TT
+321.0%
-344.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.6% |
| 7D | +6.0% | +1.6% | +4.4% | +5.2% |
| 30D | +0.7% | -7.3% | +8.0% | +4.6% |
| 3M | +11.8% | -2.6% | +14.4% | +13.0% |
| 6M | -7.6% | +5.9% | -13.5% | -10.5% |
| YTD | -28.7% | +15.4% | -44.1% | -34.0% |
| 1Y | -32.6% | +8.2% | -40.8% | -35.8% |
| 3Y | +42.1% | +122.7% | -80.6% | -13.6% |
| 5Y | -7.2% | +145.0% | -152.1% | -52.8% |
| All | -23.6% | +321.0% | -344.6% | -74.3% |
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