+11.2%
RBRK vs TCOM
-46.9%
+58.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.4% | -2.7% |
| 7D | -7.5% | -4.9% | -2.6% | -6.4% |
| 30D | -10.4% | -14.4% | +4.0% | -7.3% |
| 3M | +21.3% | -17.7% | +38.9% | +27.1% |
| 6M | +50.6% | -25.1% | +75.7% | +62.4% |
| YTD | +13.3% | -45.7% | +59.0% | +33.8% |
| 1Y | +11.2% | -47.9% | +59.1% | +32.7% |
| All | +11.2% | -46.9% | +58.2% | +32.7% |
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