-27.0%
RKT vs TTMI
+893.8%
-920.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.2% | -1.4% |
| 7D | -7.2% | +6.0% | -13.3% | -8.7% |
| 30D | -7.9% | -6.4% | -1.5% | -6.9% |
| 3M | +5.2% | -28.9% | +34.1% | +12.1% |
| 6M | -14.9% | +26.9% | -41.8% | -25.4% |
| YTD | -31.9% | +77.3% | -109.2% | -47.5% |
| 1Y | -36.9% | +147.5% | -184.4% | -57.5% |
| 3Y | +35.7% | +847.6% | -811.9% | -49.5% |
| 5Y | -9.7% | +802.2% | -811.9% | -67.1% |
| All | -27.0% | +893.8% | -920.8% | -75.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling