+194.7%
RBA vs TCOM
-12.7%
+207.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.6% | -0.3% |
| 7D | -1.9% | -10.2% | +8.3% | -0.8% |
| 30D | -13.0% | -16.8% | +3.9% | -11.3% |
| 3M | -23.1% | -16.7% | -6.4% | -21.8% |
| 6M | -22.6% | -27.1% | +4.5% | -20.1% |
| YTD | -20.4% | -45.5% | +25.1% | -15.4% |
| 1Y | -29.6% | -45.9% | +16.3% | -25.2% |
| 3Y | +26.6% | +9.8% | +16.8% | +22.2% |
| 5Y | +38.2% | +23.8% | +14.4% | +27.6% |
| 10Y | +194.7% | -10.8% | +205.5% | +163.1% |
| All | +194.7% | -12.7% | +207.4% | +163.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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