-9.3%
TDG vs ROK
+29.3%
-38.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | 0.0% |
| 7D | -2.0% | +0.7% | -2.7% | -2.2% |
| 30D | -7.4% | -3.3% | -4.1% | -6.5% |
| 3M | -5.4% | -5.9% | +0.5% | -4.2% |
| 6M | -11.6% | +13.9% | -25.5% | -15.6% |
| YTD | -12.6% | +12.6% | -25.2% | -16.6% |
| 1Y | -9.3% | +28.6% | -37.9% | -16.0% |
| All | -9.3% | +29.3% | -38.7% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling