-46.0%
TSLL vs RBRK
+62.9%
-108.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.1% | -8.5% | -7.0% |
| 7D | -9.4% | -12.5% | +3.1% | -5.7% |
| 30D | +1.6% | -3.0% | +4.6% | +2.3% |
| 3M | +29.4% | +46.9% | -17.5% | +13.8% |
| 6M | -20.1% | +105.4% | -125.5% | -37.6% |
| YTD | -44.5% | +55.6% | -100.1% | -55.6% |
| 1Y | -46.0% | +63.9% | -109.9% | -56.5% |
| All | -46.0% | +62.9% | -108.9% | -56.5% |
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