+420.9%
TTD vs ROK
+317.9%
+103.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.6% |
| 7D | +21.3% | +7.1% | +14.2% | +16.5% |
| 30D | +28.7% | -5.0% | +33.7% | +31.8% |
| 3M | +7.7% | -9.4% | +17.1% | +13.2% |
| 6M | -23.5% | -11.0% | -12.5% | -20.2% |
| YTD | -58.7% | +4.4% | -63.1% | -62.1% |
| 1Y | -63.4% | +7.4% | -70.8% | -67.2% |
| 3Y | -75.3% | +61.0% | -136.3% | -84.1% |
| 5Y | -84.4% | +30.4% | -114.7% | -88.5% |
| 10Y | +516.1% | +264.8% | +251.3% | +123.6% |
| All | +420.9% | +317.9% | +103.0% | +68.8% |
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 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