+15,818.7%
TT vs ROK
+15,847.2%
-28.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.4% | +0.2% |
| 7D | 0.0% | +0.7% | -0.7% | -0.4% |
| 30D | -7.2% | -3.3% | -3.8% | -5.6% |
| 3M | -3.0% | -5.9% | +2.9% | -0.3% |
| 6M | +1.4% | +13.9% | -12.5% | -6.0% |
| YTD | +15.9% | +12.6% | +3.3% | +7.6% |
| 1Y | +9.4% | +28.6% | -19.2% | -5.4% |
| 3Y | +124.4% | +45.1% | +79.3% | +73.8% |
| 5Y | +138.0% | +45.6% | +92.4% | +79.8% |
| 10Y | +886.4% | +345.0% | +541.3% | +296.7% |
| All | +15,818.7% | +15,847.2% | -28.6% | +1,226.3% |
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 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