+95.7%
TT vs ROK
+57.9%
+37.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.6% | +1.1% | +3.3% |
| 7D | +1.7% | -11.5% | +13.3% | +6.1% |
| 30D | -11.8% | -10.0% | -1.8% | -8.6% |
| 3M | -12.6% | -11.4% | -1.2% | -8.9% |
| 6M | -9.4% | -13.7% | +4.3% | -4.8% |
| YTD | +8.8% | +1.0% | +7.8% | +7.8% |
| 1Y | -2.5% | +5.6% | -8.2% | -4.9% |
| 3Y | +95.7% | +59.1% | +36.6% | +58.3% |
| All | +95.7% | +57.9% | +37.8% | +58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling