+30.1%
ROK vs TD
+101.4%
-71.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +7.1% | +1.1% | +6.0% | +6.3% |
| 30D | -5.0% | +5.2% | -10.2% | -7.6% |
| 3M | -9.4% | +1.2% | -10.6% | -9.9% |
| 6M | -11.0% | +17.7% | -28.7% | -19.9% |
| YTD | +4.4% | +34.2% | -29.8% | -13.5% |
| 1Y | +7.4% | +55.4% | -48.0% | -19.1% |
| 3Y | +61.0% | +130.4% | -69.4% | -6.4% |
| All | +30.1% | +101.4% | -71.2% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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