+45.8%
TNA vs RBRK
+5.6%
+40.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +1.7% |
| 7D | -7.3% | -7.5% | +0.2% | -5.6% |
| 30D | -14.2% | -10.4% | -3.7% | -12.4% |
| 3M | -4.6% | +21.3% | -25.8% | -10.0% |
| 6M | +36.9% | +50.6% | -13.7% | +19.6% |
| YTD | +42.5% | +13.3% | +29.3% | +31.2% |
| 1Y | +45.8% | +11.2% | +34.5% | +38.9% |
| All | +45.8% | +5.6% | +40.2% | +38.9% |
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