+3,991.3%
RBA vs TAP
+368.1%
+3,623.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.5% | +3.2% | -0.6% |
| 7D | +4.3% | +0.5% | +3.7% | +4.2% |
| 30D | +16.3% | +9.1% | +7.2% | +14.6% |
| 3M | +1.3% | -3.8% | +5.1% | +1.9% |
| 6M | -11.1% | -3.4% | -7.6% | -10.7% |
| YTD | -8.5% | -10.6% | +2.2% | -7.3% |
| 1Y | -2.1% | -4.4% | +2.3% | -2.0% |
| 3Y | +44.6% | -24.4% | +68.9% | +49.3% |
| 5Y | +36.8% | +2.1% | +34.7% | +33.5% |
| 10Y | +227.3% | -48.7% | +276.1% | +241.3% |
| All | +3,991.3% | +368.1% | +3,623.2% | +3,764.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling