+220.3%
TTMI vs ROK
+6,333.1%
-6,112.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.6% |
| 7D | +11.4% | +7.1% | +4.3% | +6.7% |
| 30D | -28.3% | -5.0% | -23.3% | -24.8% |
| 3M | -46.7% | -9.4% | -37.3% | -41.9% |
| 6M | -56.1% | -11.0% | -45.1% | -51.7% |
| YTD | +7.4% | +4.4% | +2.9% | +6.8% |
| 1Y | +17.4% | +7.4% | +10.0% | +15.3% |
| 3Y | +429.1% | +61.0% | +368.2% | +289.6% |
| 5Y | +418.8% | +30.4% | +388.4% | +320.5% |
| 10Y | +411.2% | +264.8% | +146.5% | +94.1% |
| All | +220.3% | +6,333.1% | -6,112.8% | -85.8% |
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