+44.7%
TSLL vs RBRK
+130.3%
-85.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.4% |
| 7D | -7.3% | -3.5% | -3.8% | -5.8% |
| 30D | +15.8% | -8.3% | +24.0% | +20.2% |
| 3M | -19.5% | +24.7% | -44.1% | -30.0% |
| 6M | -32.1% | +58.9% | -91.0% | -50.4% |
| YTD | -48.9% | +16.3% | -65.1% | -55.8% |
| 1Y | -23.4% | +10.1% | -33.5% | -34.0% |
| All | +44.7% | +130.3% | -85.6% | -17.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling