+2,700.2%
TFC vs ROK
+15,847.2%
-13,147.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.5% |
| 7D | +2.4% | +0.7% | +1.7% | +2.1% |
| 30D | -1.3% | -3.3% | +2.0% | +0.1% |
| 3M | +6.1% | -5.9% | +11.9% | +8.0% |
| 6M | +7.3% | +13.9% | -6.5% | +0.4% |
| YTD | +8.2% | +12.6% | -4.4% | +1.4% |
| 1Y | +14.4% | +28.6% | -14.2% | +1.1% |
| 3Y | +93.7% | +45.1% | +48.6% | +59.0% |
| 5Y | +16.4% | +45.6% | -29.2% | -6.6% |
| 10Y | +101.6% | +345.0% | -243.5% | +2.5% |
| All | +2,700.2% | +15,847.2% | -13,147.1% | +471.9% |
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