+48.2%
TSLL vs RBRK
+130.1%
-81.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | +1.4% |
| 7D | +5.1% | +1.9% | +3.2% | +3.9% |
| 30D | +20.0% | -9.3% | +29.3% | +25.3% |
| 3M | -23.8% | +23.8% | -47.6% | -33.5% |
| 6M | -30.3% | +55.4% | -85.6% | -48.5% |
| YTD | -47.7% | +16.1% | -63.8% | -54.8% |
| 1Y | -21.2% | -9.8% | -11.4% | -23.6% |
| All | +48.2% | +130.1% | -81.9% | -15.4% |
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