+12,759.1%
TDG vs ROK
+813.0%
+11,946.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.4% |
| 7D | -2.4% | +0.2% | -2.6% | -2.5% |
| 30D | -8.0% | -1.8% | -6.2% | -7.2% |
| 3M | -10.5% | -7.2% | -3.3% | -7.7% |
| 6M | -11.9% | +14.2% | -26.1% | -18.1% |
| YTD | -15.4% | +10.6% | -25.9% | -20.6% |
| 1Y | -14.2% | +25.9% | -40.1% | -24.8% |
| 3Y | +51.0% | +50.8% | +0.3% | +15.1% |
| 5Y | +126.5% | +47.0% | +79.4% | +69.9% |
| 10Y | +535.6% | +354.9% | +180.7% | +173.8% |
| All | +12,759.1% | +813.0% | +11,946.2% | +3,003.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling