+32.5%
RBRK vs TXG
+445.6%
-413.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.6% | +2.2% | +13.4% | +15.1% |
| 7D | +7.0% | +11.9% | -4.9% | +4.1% |
| 30D | -2.0% | +25.0% | -27.0% | -7.1% |
| 3M | +46.9% | +143.1% | -96.2% | +19.1% |
| 6M | +87.5% | +273.1% | -185.6% | +36.3% |
| YTD | +31.0% | +329.9% | -298.8% | -7.4% |
| All | +32.5% | +445.6% | -413.1% | -12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling