+2,371.1%
ROK vs TNA
+990.0%
+1,381.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.6% |
| 7D | +2.8% | +4.1% | -1.3% | +1.4% |
| 30D | -2.4% | -7.6% | +5.2% | +0.1% |
| 3M | -4.7% | +8.1% | -12.8% | -7.6% |
| 6M | +16.8% | +49.0% | -32.3% | +0.7% |
| YTD | +11.4% | +51.7% | -40.4% | -5.0% |
| 1Y | +26.2% | +59.6% | -33.4% | +4.5% |
| 3Y | +51.9% | +118.9% | -67.0% | +2.3% |
| 5Y | +46.4% | -19.2% | +65.5% | +20.6% |
| 10Y | +343.5% | +77.2% | +266.3% | +96.4% |
| All | +2,371.1% | +990.0% | +1,381.1% | +196.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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