-4.3%
RBA vs TAP
-10.2%
+6.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.7% |
| 7D | +2.5% | -7.8% | +10.3% | +4.2% |
| 30D | +11.6% | +7.1% | +4.4% | +10.2% |
| 3M | +1.5% | -7.0% | +8.6% | +2.3% |
| 6M | -6.6% | -3.8% | -2.8% | -6.5% |
| YTD | -6.3% | -11.7% | +5.4% | -8.8% |
| All | -4.3% | -10.2% | +6.0% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling