+54.5%
ROK vs TLN
+602.5%
-547.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.8% | -1.5% |
| 7D | +2.8% | +10.9% | -8.1% | +1.2% |
| 30D | -2.4% | -6.3% | +3.9% | -1.6% |
| 3M | -4.7% | -10.7% | +6.0% | -3.5% |
| 6M | +16.8% | +1.6% | +15.1% | +15.8% |
| YTD | +11.4% | -13.1% | +24.5% | +12.3% |
| 1Y | +26.2% | -15.1% | +41.2% | +27.1% |
| 3Y | +51.9% | +495.0% | -443.2% | +7.2% |
| All | +54.5% | +602.5% | -547.9% | +8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling