+80.5%
TSEM vs RBRK
+62.9%
+17.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +2.1% | -10.9% | -9.0% |
| 7D | -23.1% | -12.5% | -10.6% | -22.0% |
| 30D | -40.4% | -3.0% | -37.4% | -40.0% |
| 3M | -37.9% | +46.9% | -84.8% | -38.4% |
| 6M | -30.8% | +105.4% | -136.2% | -32.8% |
| YTD | +26.7% | +55.6% | -28.9% | +30.4% |
| 1Y | +80.5% | +63.9% | +16.6% | +93.3% |
| All | +80.5% | +62.9% | +17.6% | +93.3% |
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