+2,637.6%
TFC vs ROK
+14,694.8%
-12,057.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.4% |
| 7D | +2.3% | +7.1% | -4.8% | -0.7% |
| 30D | +10.8% | -5.0% | +15.8% | +12.4% |
| 3M | -3.8% | -9.4% | +5.6% | -0.5% |
| 6M | +9.6% | -11.0% | +20.6% | +13.2% |
| YTD | +5.8% | +4.4% | +1.3% | +1.5% |
| 1Y | +16.2% | +7.4% | +8.8% | +10.1% |
| 3Y | +96.0% | +61.0% | +35.0% | +53.0% |
| 5Y | +1.7% | +30.4% | -28.7% | -15.0% |
| 10Y | +79.9% | +264.8% | -184.9% | -1.7% |
| All | +2,637.6% | +14,694.8% | -12,057.1% | +472.6% |
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