+211.8%
RBA vs TAP
-48.8%
+260.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +3.2% | -4.5% | +7.7% | +4.2% |
| 30D | +12.0% | +7.5% | +4.5% | +10.3% |
| 3M | +2.9% | -4.9% | +7.8% | +3.8% |
| 6M | -6.3% | -3.5% | -2.8% | -5.8% |
| YTD | -5.9% | -11.4% | +5.5% | -4.3% |
| 1Y | -3.9% | -10.8% | +6.9% | -2.5% |
| 3Y | +64.9% | -24.5% | +89.4% | +71.6% |
| 5Y | +48.5% | +2.5% | +46.0% | +42.9% |
| 10Y | +211.8% | -47.6% | +259.4% | +211.5% |
| All | +211.8% | -48.8% | +260.7% | +211.5% |
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