+45.9%
ROK vs TD
+122.4%
-76.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.7% |
| 7D | -1.6% | -2.6% | +1.0% | 0.0% |
| 30D | -5.4% | -1.0% | -4.4% | -4.9% |
| 3M | -4.0% | +5.6% | -9.6% | -7.4% |
| 6M | +13.3% | +27.1% | -13.8% | -3.0% |
| YTD | +9.3% | +29.4% | -20.1% | -7.5% |
| 1Y | +25.8% | +60.7% | -34.9% | -7.3% |
| 3Y | +49.1% | +127.6% | -78.5% | -12.6% |
| 5Y | +45.9% | +125.4% | -79.5% | -18.0% |
| All | +45.9% | +122.4% | -76.6% | -18.0% |
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