+957.3%
TT vs ROK
+343.9%
+613.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | 0.0% |
| 7D | +1.4% | +0.2% | +1.2% | +1.3% |
| 30D | -6.7% | -1.8% | -4.9% | -5.8% |
| 3M | -5.4% | -7.2% | +1.8% | -2.1% |
| 6M | +4.4% | +14.2% | -9.8% | -3.3% |
| YTD | +14.9% | +10.6% | +4.4% | +7.8% |
| 1Y | +9.3% | +25.9% | -16.6% | -4.5% |
| 3Y | +121.7% | +50.8% | +71.0% | +68.1% |
| 5Y | +148.2% | +47.0% | +101.1% | +85.6% |
| 10Y | +957.3% | +354.9% | +602.4% | +303.9% |
| All | +957.3% | +343.9% | +613.3% | +303.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling