+443.1%
TTMI vs ROK
+6,834.2%
-6,391.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.3% | +7.6% | +8.0% |
| 7D | +5.9% | +0.7% | +5.2% | +5.4% |
| 30D | -4.3% | -3.3% | -1.0% | -2.0% |
| 3M | -32.0% | -5.9% | -26.2% | -29.5% |
| 6M | +19.5% | +13.9% | +5.6% | +10.4% |
| YTD | +82.0% | +12.6% | +69.5% | +69.2% |
| 1Y | +172.6% | +28.6% | +144.0% | +134.4% |
| 3Y | +744.7% | +45.1% | +699.5% | +551.2% |
| 5Y | +805.6% | +45.6% | +760.0% | +567.4% |
| 10Y | +1,057.6% | +345.0% | +712.6% | +275.0% |
| All | +443.1% | +6,834.2% | -6,391.1% | -77.5% |
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