+1.7%
RKT vs TT
+129.2%
-127.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +0.4% |
| 7D | +17.7% | -2.0% | +19.7% | +18.8% |
| 30D | +31.6% | -14.0% | +45.7% | +41.4% |
| 3M | +13.9% | -15.9% | +29.8% | +23.7% |
| 6M | +2.8% | -17.3% | +20.1% | +12.3% |
| YTD | -22.2% | +4.0% | -26.2% | -25.7% |
| 1Y | -3.5% | -7.1% | +3.6% | -1.8% |
| 3Y | +95.3% | +90.2% | +5.0% | +14.0% |
| All | +1.7% | +129.2% | -127.6% | -58.9% |
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 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