+49.7%
ROK vs TLN
+476.4%
-426.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.8% | -2.5% | +0.8% |
| 7D | +0.7% | +7.1% | -6.4% | -0.3% |
| 30D | -3.3% | -3.9% | +0.6% | -2.8% |
| 3M | -5.9% | -16.2% | +10.3% | -3.9% |
| 6M | +13.9% | -5.8% | +19.7% | +14.1% |
| YTD | +12.6% | -15.4% | +28.0% | +13.9% |
| 1Y | +28.6% | -16.7% | +45.3% | +30.0% |
| All | +49.7% | +476.4% | -426.7% | +6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling