+51.6%
TT vs RBRK
+130.1%
-78.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | -0.2% |
| 7D | +1.4% | +1.9% | -0.5% | +1.3% |
| 30D | -6.7% | -9.3% | +2.6% | -6.2% |
| 3M | -5.4% | +23.8% | -29.2% | -7.4% |
| 6M | +4.4% | +55.4% | -51.0% | -0.3% |
| YTD | +14.9% | +16.1% | -1.2% | +12.7% |
| 1Y | +9.3% | -9.8% | +19.1% | +9.6% |
| All | +51.6% | +130.1% | -78.5% | +32.2% |
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 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