+221.9%
RBA vs TAP
-49.3%
+271.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.5% | +3.2% | -0.4% |
| 7D | +4.3% | +0.5% | +3.7% | +4.1% |
| 30D | +16.3% | +9.1% | +7.2% | +14.2% |
| 3M | +1.3% | -3.8% | +5.1% | +2.0% |
| 6M | -11.1% | -3.4% | -7.6% | -10.7% |
| YTD | -8.5% | -10.6% | +2.2% | -7.1% |
| 1Y | -2.1% | -4.4% | +2.3% | -2.1% |
| 3Y | +44.6% | -24.4% | +68.9% | +50.2% |
| 5Y | +36.8% | +2.1% | +34.7% | +32.0% |
| All | +221.9% | -49.3% | +271.2% | +200.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling