+95.1%
TFC vs ROK
+64.8%
+30.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -0.9% |
| 7D | -1.2% | -8.5% | +7.3% | +1.8% |
| 30D | +7.8% | -6.4% | +14.2% | +9.9% |
| 3M | -3.0% | -8.8% | +5.9% | 0.0% |
| 6M | +5.8% | -10.5% | +16.3% | +8.7% |
| YTD | +5.3% | +5.4% | -0.1% | -0.5% |
| 1Y | +15.7% | +5.0% | +10.7% | +9.4% |
| All | +95.1% | +64.8% | +30.3% | +36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling