+379.4%
TTD vs ROK
+350.5%
+28.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.3% | -5.7% | -5.2% |
| 7D | +6.3% | +0.7% | +5.7% | +5.8% |
| 30D | -23.9% | -3.3% | -20.6% | -22.3% |
| 3M | -31.4% | -5.9% | -25.5% | -29.9% |
| 6M | -42.7% | +13.9% | -56.5% | -49.3% |
| YTD | -62.0% | +12.6% | -74.6% | -66.4% |
| 1Y | -72.2% | +28.6% | -100.8% | -77.7% |
| 3Y | -81.9% | +45.1% | -127.1% | -87.3% |
| 5Y | -81.5% | +45.6% | -127.1% | -87.2% |
| All | +379.4% | +350.5% | +28.9% | +49.9% |
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