+147.6%
RBRK vs TMF
-21.7%
+169.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | +3.7% | +1.0% | +2.7% | +3.7% |
| 30D | +1.7% | -1.8% | +3.6% | +1.6% |
| 3M | +27.7% | -8.2% | +36.0% | +26.9% |
| 6M | +60.3% | -19.5% | +79.8% | +57.1% |
| YTD | +19.8% | -16.0% | +35.8% | +18.1% |
| 1Y | -4.2% | -22.5% | +18.3% | -6.2% |
| All | +147.6% | -21.7% | +169.4% | +129.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling