+226.4%
TSM vs RBRK
+124.5%
+101.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.8% | +1.7% |
| 7D | +1.0% | -7.5% | +8.5% | +2.4% |
| 30D | +1.0% | -10.4% | +11.4% | +2.5% |
| 3M | +2.9% | +21.3% | -18.4% | -1.9% |
| 6M | +22.8% | +50.6% | -27.8% | +11.2% |
| YTD | +43.3% | +13.3% | +30.0% | +36.8% |
| 1Y | +69.2% | +11.2% | +57.9% | +61.1% |
| All | +226.4% | +124.5% | +101.9% | +160.8% |
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