+209.9%
RBA vs TCOM
+7.7%
+202.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.4% |
| 7D | +0.6% | +2.2% | -1.5% | +0.4% |
| 30D | +9.0% | +12.5% | -3.5% | +7.6% |
| 3M | +7.2% | -5.6% | +12.8% | +7.7% |
| 6M | -7.8% | -16.5% | +8.7% | -6.2% |
| YTD | -6.4% | -39.4% | +33.0% | -1.7% |
| 1Y | -4.2% | -41.0% | +36.8% | +0.8% |
| 3Y | +64.1% | +29.2% | +34.8% | +55.6% |
| 5Y | +48.4% | +41.6% | +6.8% | +35.1% |
| 10Y | +209.9% | +6.6% | +203.3% | +167.2% |
| All | +209.9% | +7.7% | +202.2% | +167.2% |
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