+128.4%
TLT vs ROK
+3,494.6%
-3,366.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.3% | -1.1% |
| 7D | -0.3% | -11.0% | +10.7% | -1.4% |
| 30D | +3.7% | -8.2% | +11.9% | +2.9% |
| 3M | -0.7% | -8.5% | +7.8% | -1.4% |
| 6M | -4.2% | -12.0% | +7.8% | -5.2% |
| YTD | -4.0% | +3.1% | -7.0% | -3.1% |
| 1Y | -5.8% | +2.9% | -8.7% | -5.0% |
| 3Y | +4.1% | +60.7% | -56.5% | +11.7% |
| 5Y | -34.8% | +29.5% | -64.3% | -31.4% |
| 10Y | -12.3% | +262.6% | -275.0% | +10.5% |
| All | +128.4% | +3,494.6% | -3,366.2% | +339.6% |
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