+5,733.6%
ROK vs TD
+7,806.2%
-2,072.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.5% |
| 7D | +2.8% | +0.9% | +1.9% | +2.3% |
| 30D | -2.4% | -0.7% | -1.7% | -2.1% |
| 3M | -4.7% | +6.3% | -11.0% | -8.0% |
| 6M | +16.8% | +27.9% | -11.2% | +1.2% |
| YTD | +11.4% | +29.8% | -18.4% | -4.3% |
| 1Y | +26.2% | +63.7% | -37.5% | -5.3% |
| 3Y | +51.9% | +128.3% | -76.5% | -6.7% |
| 5Y | +46.4% | +125.5% | -79.2% | -10.3% |
| 10Y | +343.5% | +296.7% | +46.8% | +98.8% |
| All | +5,733.6% | +7,806.2% | -2,072.6% | +855.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling