-72.0%
TTD vs ROK
+25.3%
-97.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.4% | +2.9% |
| 7D | +3.7% | 0.0% | +3.7% | +3.7% |
| 30D | +10.4% | -2.5% | +12.9% | +10.7% |
| 3M | -31.6% | 0.0% | -31.6% | -31.6% |
| 6M | -45.1% | +11.6% | -56.7% | -46.8% |
| YTD | -65.1% | +15.2% | -80.3% | -66.3% |
| 1Y | -72.0% | +25.0% | -97.0% | -73.8% |
| All | -72.0% | +25.3% | -97.3% | -73.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling