-75.6%
TTD vs ROK
+64.0%
-139.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.0% |
| 7D | +20.8% | +6.1% | +14.7% | +18.1% |
| 30D | +27.1% | -6.5% | +33.6% | +29.9% |
| 3M | +14.7% | -10.2% | +24.9% | +18.9% |
| 6M | -26.8% | -10.6% | -16.2% | -25.0% |
| YTD | -59.2% | +4.9% | -64.1% | -62.0% |
| 1Y | -64.7% | +3.8% | -68.5% | -67.0% |
| All | -75.6% | +64.0% | -139.6% | -83.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling