+170.8%
RBRK vs TXG
+160.3%
+10.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.6% | +2.2% | +13.4% | +15.1% |
| 7D | +7.0% | +11.9% | -4.9% | +4.2% |
| 30D | -2.0% | +25.0% | -27.0% | -7.0% |
| 3M | +46.9% | +143.1% | -96.2% | +19.3% |
| 6M | +87.5% | +273.1% | -185.6% | +36.7% |
| YTD | +31.0% | +329.9% | -298.8% | -7.9% |
| 1Y | +34.5% | +454.7% | -420.2% | -12.1% |
| All | +170.8% | +160.3% | +10.5% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 10y: compounded portfolio wealth divided by compounded TXG 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…
10y analysis · Full analysis span regression · 6 months rolling