+47.0%
RBA vs TAP
+2.2%
+44.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -2.9% | -2.3% | -0.6% | -2.5% |
| 30D | -12.3% | -2.1% | -10.2% | -12.0% |
| 3M | -20.5% | +6.6% | -27.1% | -21.4% |
| 6M | -18.5% | -11.5% | -7.1% | -16.9% |
| YTD | -18.2% | -10.3% | -8.0% | -17.2% |
| 1Y | -27.5% | -14.4% | -13.1% | -26.0% |
| 3Y | +38.1% | -28.3% | +66.4% | +44.2% |
| All | +47.0% | +2.2% | +44.9% | +40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling