+134.2%
RBRK vs TSN
-6.1%
+140.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.3% |
| 7D | -7.5% | +3.0% | -10.5% | -6.7% |
| 30D | -10.4% | -4.2% | -6.2% | -11.2% |
| 3M | +21.3% | -3.9% | +25.2% | +20.4% |
| 6M | +50.6% | -9.8% | +60.5% | +47.1% |
| YTD | +13.3% | -7.3% | +20.6% | +11.4% |
| 1Y | +11.2% | -2.2% | +13.5% | +10.6% |
| All | +134.2% | -6.1% | +140.3% | +125.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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