+46.3%
ROK vs TLN
+716.6%
-670.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.9% | -2.6% | +1.5% |
| 7D | -8.5% | +15.9% | -24.4% | -10.5% |
| 30D | -6.4% | -0.3% | -6.1% | -6.6% |
| 3M | -8.8% | +5.8% | -14.7% | -10.1% |
| 6M | -10.5% | -1.2% | -9.3% | -11.3% |
| YTD | +5.4% | +1.0% | +4.4% | +3.5% |
| 1Y | +5.0% | +1.1% | +3.9% | +3.0% |
| 3Y | +64.3% | +591.7% | -527.4% | +12.6% |
| All | +46.3% | +716.6% | -670.3% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling