+46.2%
RBRK vs TCOM
-36.9%
+83.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +2.6% | -13.8% | -11.5% |
| 7D | -20.9% | +13.6% | -34.5% | -22.7% |
| 30D | -15.9% | +14.5% | -30.5% | -18.1% |
| 3M | +24.7% | -4.7% | +29.4% | +26.1% |
| 6M | +85.1% | -16.4% | +101.5% | +94.5% |
| YTD | +38.3% | -39.1% | +77.3% | +56.8% |
| 1Y | +46.2% | -37.8% | +84.0% | +64.3% |
| All | +46.2% | -36.9% | +83.0% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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