+95.3%
RKT vs TT
+89.7%
+5.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +0.8% |
| 7D | +17.7% | -2.0% | +19.7% | +18.4% |
| 30D | +31.6% | -14.0% | +45.7% | +38.4% |
| 3M | +13.9% | -15.9% | +29.8% | +20.7% |
| 6M | +2.8% | -17.3% | +20.1% | +9.3% |
| YTD | -22.2% | +4.0% | -26.2% | -24.1% |
| 1Y | -3.5% | -7.1% | +3.6% | -2.2% |
| 3Y | +95.3% | +90.2% | +5.0% | -2.3% |
| All | +95.3% | +89.7% | +5.6% | -2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling