+140.3%
RBRK vs TMF
-25.7%
+166.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | -0.1% |
| 7D | -3.5% | -4.8% | +1.3% | -3.8% |
| 30D | -8.3% | -4.9% | -3.4% | -8.6% |
| 3M | +24.7% | -13.4% | +38.1% | +23.3% |
| 6M | +58.9% | -23.0% | +82.0% | +55.3% |
| YTD | +16.3% | -20.2% | +36.4% | +14.2% |
| 1Y | +10.1% | -26.5% | +36.6% | +7.3% |
| All | +140.3% | -25.7% | +166.0% | +122.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 3y: compounded portfolio wealth divided by compounded TMF 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…
3y analysis · Full analysis span regression · 6 months rolling