-80.9%
TTD vs ROK
+45.0%
-126.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.5% |
| 7D | -4.6% | +0.2% | -4.8% | -4.7% |
| 30D | +3.7% | -1.8% | +5.5% | +4.7% |
| 3M | -30.2% | -7.2% | -23.0% | -28.1% |
| 6M | -51.4% | +14.2% | -65.6% | -57.5% |
| YTD | -63.4% | +10.6% | -74.0% | -67.6% |
| 1Y | -73.5% | +25.9% | -99.4% | -78.9% |
| 3Y | -83.5% | +50.8% | -134.2% | -89.2% |
| 5Y | -80.9% | +47.0% | -128.0% | -88.0% |
| All | -80.9% | +45.0% | -126.0% | -88.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling