-41.7%
TLT vs RKT
+0.4%
-42.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | 0.0% |
| 7D | +0.3% | +10.3% | -10.0% | -0.4% |
| 30D | +5.1% | +32.3% | -27.2% | +2.9% |
| 3M | -0.2% | +10.7% | -10.9% | -1.1% |
| 6M | -2.9% | -3.2% | +0.3% | -3.2% |
| YTD | -2.7% | -21.5% | +18.9% | -2.1% |
| 1Y | -4.6% | -6.0% | +1.4% | -5.3% |
| 3Y | +6.1% | +104.2% | -98.1% | -1.0% |
| 5Y | -35.1% | +2.5% | -37.6% | -38.9% |
| All | -41.7% | +0.4% | -42.1% | -45.6% |
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