+11.2%
RBRK vs TSLQ
-49.6%
+60.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.7% |
| 7D | -7.5% | -6.6% | -0.9% | -8.4% |
| 30D | -10.4% | -24.3% | +13.9% | -13.1% |
| 3M | +21.3% | -3.6% | +24.9% | +22.9% |
| 6M | +50.6% | -12.0% | +62.6% | +51.7% |
| YTD | +13.3% | +1.4% | +11.9% | +16.1% |
| 1Y | +11.2% | -43.6% | +54.8% | +19.8% |
| All | +11.2% | -49.6% | +60.9% | +19.8% |
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