-5.4%
RKT vs TTMI
+416.2%
-421.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.6% |
| 7D | -9.0% | +11.4% | -20.3% | -11.0% |
| 30D | +30.2% | -28.3% | +58.5% | +35.3% |
| 3M | -8.8% | -46.7% | +37.8% | +0.6% |
| 6M | -0.9% | -56.1% | +55.2% | +11.8% |
| YTD | -29.2% | +7.4% | -36.5% | -41.0% |
| 1Y | -20.1% | +17.4% | -37.5% | -35.8% |
| 3Y | +81.3% | +429.1% | -347.8% | -23.8% |
| All | -5.4% | +416.2% | -421.6% | -63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling