+46.6%
TEM vs RBRK
+184.2%
-137.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +1.6% |
| 7D | -8.7% | -7.5% | -1.2% | -5.5% |
| 30D | +8.1% | -10.4% | +18.5% | +12.6% |
| 3M | +19.0% | +21.3% | -2.3% | +8.2% |
| 6M | +12.0% | +50.6% | -38.6% | -8.9% |
| YTD | -0.1% | +13.3% | -13.4% | -9.0% |
| 1Y | -33.5% | +11.2% | -44.8% | -39.8% |
| All | +46.6% | +184.2% | -137.6% | -5.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling