+64.3%
TXN vs RBRK
+124.5%
-60.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.5% | +6.4% | +4.0% |
| 7D | +4.0% | -7.5% | +11.5% | +4.7% |
| 30D | -2.9% | -10.4% | +7.6% | -2.1% |
| 3M | -9.1% | +21.3% | -30.4% | -11.0% |
| 6M | +36.6% | +50.6% | -14.0% | +30.0% |
| YTD | +57.5% | +13.3% | +44.2% | +55.6% |
| 1Y | +49.5% | +11.2% | +38.3% | +47.3% |
| All | +64.3% | +124.5% | -60.2% | +38.3% |
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