-41.7%
TLT vs RKT
-7.0%
-34.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.3% |
| 7D | -0.4% | +2.1% | -2.5% | -0.6% |
| 30D | -0.6% | +1.4% | -2.0% | -0.7% |
| 3M | -2.7% | +6.3% | -9.0% | -3.4% |
| 6M | -5.6% | -15.5% | +9.8% | -5.1% |
| YTD | -2.8% | -27.4% | +24.6% | -1.5% |
| 1Y | -1.4% | -26.6% | +25.1% | -0.4% |
| 3Y | -1.6% | +41.2% | -42.8% | -6.3% |
| 5Y | -33.8% | -6.4% | -27.4% | -37.3% |
| All | -41.7% | -7.0% | -34.7% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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