+161.7%
TTMI vs ROK
+27.3%
+134.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.7% | +1.7% | +1.6% |
| 7D | +0.7% | -1.2% | +1.9% | +2.0% |
| 30D | -8.4% | -4.8% | -3.6% | -3.5% |
| 3M | -32.5% | -6.1% | -26.4% | -29.2% |
| 6M | +32.5% | +15.5% | +17.0% | +8.5% |
| YTD | +83.2% | +11.2% | +72.1% | +51.6% |
| 1Y | +161.7% | +23.8% | +137.8% | +92.2% |
| All | +161.7% | +27.3% | +134.3% | +92.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling