-17.3%
TEM vs RBRK
+6.4%
-23.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.7% | -0.7% |
| 7D | +0.9% | +0.7% | +0.2% | +0.6% |
| 30D | +38.4% | +10.4% | +27.9% | +32.6% |
| 3M | +23.7% | +21.6% | +2.0% | +14.1% |
| 6M | +26.0% | +70.7% | -44.7% | +0.7% |
| YTD | +9.4% | +22.5% | -13.0% | -5.1% |
| 1Y | -17.3% | +8.2% | -25.5% | -26.6% |
| All | -17.3% | +6.4% | -23.7% | -26.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling