+81.3%
RKT vs TTMI
+421.7%
-340.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.4% |
| 7D | -9.0% | +11.4% | -20.3% | -10.3% |
| 30D | +30.2% | -28.3% | +58.5% | +33.8% |
| 3M | -8.8% | -46.7% | +37.8% | -2.0% |
| 6M | -0.9% | -56.1% | +55.2% | +8.7% |
| YTD | -29.2% | +7.4% | -36.5% | -38.4% |
| 1Y | -20.1% | +17.4% | -37.5% | -32.4% |
| 3Y | +81.3% | +429.1% | -347.8% | -23.5% |
| All | +81.3% | +421.7% | -340.4% | -23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling