+134.2%
RBRK vs TD
+124.6%
+9.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.9% |
| 7D | -7.5% | -0.5% | -7.0% | -7.2% |
| 30D | -10.4% | -1.9% | -8.5% | -9.5% |
| 3M | +21.3% | +4.8% | +16.5% | +17.7% |
| 6M | +50.6% | +28.0% | +22.7% | +28.0% |
| YTD | +13.3% | +30.3% | -17.0% | -5.1% |
| 1Y | +11.2% | +59.8% | -48.5% | -18.2% |
| All | +134.2% | +124.6% | +9.5% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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