+57.1%
TSLL vs RBRK
+184.7%
-127.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.3% | -3.5% |
| 7D | +17.8% | +3.9% | +13.9% | +15.6% |
| 30D | +8.2% | -3.5% | +11.8% | +11.0% |
| 3M | +20.9% | +4.6% | +16.3% | +16.7% |
| 6M | -37.5% | +84.7% | -122.2% | -57.4% |
| YTD | -44.5% | +43.7% | -88.2% | -57.3% |
| 1Y | -33.0% | +55.8% | -88.8% | -52.5% |
| All | +57.1% | +184.7% | -127.6% | -20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling