-6.3%
RKT vs TT
+140.2%
-146.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.8% |
| 3M | +6.3% | -3.0% | +9.2% | +7.8% |
| 6M | -15.5% | +1.4% | -16.8% | -16.5% |
| YTD | -27.4% | +15.9% | -43.3% | -33.6% |
| 1Y | -26.6% | +9.4% | -36.0% | -31.1% |
| 3Y | +41.2% | +124.4% | -83.1% | -23.1% |
| All | -6.3% | +140.2% | -146.4% | -61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling