-36.9%
RKT vs TTMI
+151.8%
-188.7%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.2% | -1.6% |
| 7D | -7.2% | +6.0% | -13.3% | -8.0% |
| 30D | -7.9% | -6.4% | -1.5% | -7.3% |
| 3M | +5.2% | -28.9% | +34.1% | +9.8% |
| 6M | -14.9% | +26.9% | -41.8% | -22.1% |
| YTD | -31.9% | +77.3% | -109.2% | -41.6% |
| 1Y | -36.9% | +147.5% | -184.4% | -46.8% |
| All | -36.9% | +151.8% | -188.7% | -46.8% |
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