+3,554.7%
RBA vs TAP
+370.1%
+3,184.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -2.9% | -2.3% | -0.6% | -2.6% |
| 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% | -17.1% |
| YTD | -18.2% | -10.3% | -8.0% | -17.2% |
| 1Y | -27.5% | -14.4% | -13.1% | -26.1% |
| 3Y | +38.1% | -28.3% | +66.4% | +43.8% |
| 5Y | +44.8% | +1.7% | +43.1% | +41.4% |
| 10Y | +187.1% | -49.2% | +236.3% | +199.9% |
| All | +3,554.7% | +370.1% | +3,184.7% | +3,352.4% |
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 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