+19.7%
TMO vs RBRK
+46.1%
-26.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -11.1% | +7.0% | -3.0% |
| 7D | -4.5% | -20.9% | +16.3% | -2.4% |
| 30D | +3.1% | -15.9% | +19.0% | +4.8% |
| 3M | +17.2% | +24.7% | -7.4% | +14.6% |
| 6M | +45.3% | +85.1% | -39.8% | +36.0% |
| YTD | +17.1% | +38.3% | -21.1% | +9.3% |
| 1Y | +19.7% | +46.2% | -26.5% | +11.8% |
| All | +19.7% | +46.1% | -26.4% | +11.8% |
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