+145.9%
TT vs ROK
+44.8%
+101.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.5% |
| 7D | -1.0% | -1.6% | +0.6% | -0.2% |
| 30D | -8.9% | -5.4% | -3.5% | -6.6% |
| 3M | -1.8% | -4.0% | +2.1% | -0.4% |
| 6M | +1.9% | +13.3% | -11.4% | -4.3% |
| YTD | +13.8% | +9.3% | +4.5% | +8.3% |
| 1Y | +6.1% | +25.8% | -19.7% | -5.3% |
| 3Y | +119.6% | +49.1% | +70.5% | +73.7% |
| 5Y | +145.9% | +45.9% | +100.0% | +94.3% |
| All | +145.9% | +44.8% | +101.1% | +94.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling