+429.1%
TTMI vs ROK
+63.3%
+365.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.5% |
| 7D | +11.4% | +7.1% | +4.3% | +5.8% |
| 30D | -28.3% | -5.0% | -23.3% | -24.1% |
| 3M | -46.7% | -9.4% | -37.3% | -41.1% |
| 6M | -56.1% | -11.0% | -45.1% | -51.1% |
| YTD | +7.4% | +4.4% | +2.9% | +7.1% |
| 1Y | +17.4% | +7.4% | +10.0% | +15.7% |
| 3Y | +429.1% | +61.0% | +368.2% | +283.6% |
| All | +429.1% | +63.3% | +365.8% | +283.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling