+48.5%
TSLL vs RBRK
+137.4%
-88.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -2.2% | +10.0% | +9.0% |
| 7D | +5.8% | +3.7% | +2.1% | +3.7% |
| 30D | +21.7% | +1.7% | +20.0% | +19.2% |
| 3M | -28.2% | +27.7% | -56.0% | -38.4% |
| 6M | -29.5% | +60.3% | -89.7% | -48.7% |
| YTD | -47.5% | +19.8% | -67.4% | -55.4% |
| 1Y | -20.8% | -4.2% | -16.6% | -26.1% |
| All | +48.5% | +137.4% | -88.9% | -16.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling