+802.2%
TTMI vs ROK
+44.8%
+757.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -0.8% |
| 7D | +6.0% | -1.6% | +7.6% | +7.2% |
| 30D | -6.4% | -5.4% | -1.0% | -2.8% |
| 3M | -28.9% | -4.0% | -25.0% | -27.3% |
| 6M | +26.9% | +13.3% | +13.5% | +17.8% |
| YTD | +77.3% | +9.3% | +68.0% | +68.4% |
| 1Y | +147.5% | +25.8% | +121.7% | +119.3% |
| 3Y | +847.6% | +49.1% | +798.5% | +643.2% |
| 5Y | +802.2% | +45.9% | +756.4% | +578.7% |
| All | +802.2% | +44.8% | +757.4% | +578.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling