+46.2%
RBRK vs TSLQ
-0.4%
+46.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +21.8% | -32.9% | -6.9% |
| 7D | -20.9% | +32.9% | -53.8% | -15.8% |
| 30D | -15.9% | +15.4% | -31.3% | -12.3% |
| 3M | +24.7% | -23.7% | +48.4% | +23.0% |
| 6M | +85.1% | -10.1% | +95.2% | +88.4% |
| YTD | +38.3% | +6.3% | +31.9% | +47.3% |
| 1Y | +46.2% | +4.6% | +41.6% | +58.5% |
| All | +46.2% | -0.4% | +46.5% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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