+414.0%
TTD vs ROK
+319.7%
+94.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -2.9% |
| 7D | +20.8% | +6.1% | +14.7% | +16.7% |
| 30D | +27.1% | -6.5% | +33.6% | +31.5% |
| 3M | +14.7% | -10.2% | +24.9% | +21.1% |
| 6M | -26.8% | -10.6% | -16.2% | -23.9% |
| YTD | -59.2% | +4.9% | -64.1% | -62.7% |
| 1Y | -64.7% | +3.8% | -68.5% | -67.6% |
| 3Y | -75.8% | +63.5% | -139.3% | -84.6% |
| 5Y | -84.6% | +30.9% | -115.5% | -88.7% |
| 10Y | +507.9% | +266.4% | +241.5% | +120.0% |
| All | +414.0% | +319.7% | +94.2% | +66.1% |
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