+38.5%
TNA vs RBRK
+62.9%
-24.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.1% | +2.3% | +4.0% |
| 7D | +2.4% | -12.5% | +14.9% | +5.0% |
| 30D | -0.9% | -3.0% | +2.1% | -0.4% |
| 3M | -19.2% | +46.9% | -66.1% | -25.4% |
| 6M | -0.8% | +105.4% | -106.2% | -15.7% |
| YTD | +33.2% | +55.6% | -22.4% | +13.7% |
| 1Y | +38.5% | +63.9% | -25.4% | +21.1% |
| All | +38.5% | +62.9% | -24.4% | +21.1% |
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 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