+364.1%
TTD vs ROK
+337.5%
+26.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.8% | +1.4% |
| 7D | -7.4% | -1.6% | -5.8% | -6.5% |
| 30D | +3.0% | -5.4% | +8.5% | +6.6% |
| 3M | -27.6% | -4.0% | -23.6% | -27.1% |
| 6M | -49.5% | +13.3% | -62.8% | -55.2% |
| YTD | -63.2% | +9.3% | -72.5% | -66.8% |
| 1Y | -69.7% | +25.8% | -95.5% | -75.4% |
| 3Y | -83.3% | +49.1% | -132.5% | -88.5% |
| 5Y | -80.8% | +45.9% | -126.7% | -86.7% |
| All | +364.1% | +337.5% | +26.6% | +47.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling