-26.6%
RKT vs TTMI
+171.3%
-197.9%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.8% | -10.0% | -2.3% |
| 7D | +2.1% | +5.9% | -3.8% | +1.2% |
| 30D | +1.4% | -4.3% | +5.7% | +1.8% |
| 3M | +6.3% | -32.0% | +38.3% | +12.0% |
| 6M | -15.5% | +19.5% | -34.9% | -22.2% |
| YTD | -27.4% | +82.0% | -109.4% | -38.3% |
| 1Y | -26.6% | +172.6% | -199.2% | -39.1% |
| All | -26.6% | +171.3% | -197.9% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 1y: compounded portfolio wealth divided by compounded TTMI 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…
1y analysis · Full analysis span regression · 6 months rolling