+14,856.2%
TT vs ROK
+14,499.9%
+356.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -1.0% |
| 7D | +0.8% | -11.0% | +11.8% | +6.5% |
| 30D | -11.8% | -8.2% | -3.6% | -8.2% |
| 3M | -11.6% | -8.5% | -3.1% | -8.0% |
| 6M | -9.3% | -12.0% | +2.6% | -4.0% |
| YTD | +8.9% | +3.1% | +5.8% | +5.3% |
| 1Y | -2.2% | +2.9% | -5.1% | -5.4% |
| 3Y | +91.9% | +60.7% | +31.2% | +39.9% |
| 5Y | +136.0% | +29.5% | +106.5% | +88.8% |
| 10Y | +734.7% | +262.6% | +472.1% | +271.6% |
| All | +14,856.2% | +14,499.9% | +356.3% | +1,197.2% |
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