+50.1%
TEL vs RBRK
+159.6%
-109.5%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +15.6% | -19.7% | -5.7% |
| 7D | -2.5% | +7.0% | -9.5% | -3.4% |
| 30D | -5.6% | -2.0% | -3.6% | -5.7% |
| 3M | -3.0% | +46.9% | -49.9% | -8.0% |
| 6M | +2.8% | +87.5% | -84.8% | -6.4% |
| YTD | -9.6% | +31.0% | -40.7% | -13.9% |
| 1Y | -2.0% | +34.5% | -36.5% | -7.4% |
| All | +50.1% | +159.6% | -109.5% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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