+207.7%
RBA vs TCOM
+5.9%
+201.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | +0.1% | +0.9% |
| 7D | +1.7% | -1.8% | +3.5% | +1.9% |
| 30D | +8.3% | +12.1% | -3.7% | +7.0% |
| 3M | +10.5% | -3.2% | +13.7% | +10.8% |
| 6M | -5.9% | -16.6% | +10.8% | -4.3% |
| YTD | -6.9% | -39.4% | +32.5% | -2.2% |
| 1Y | -4.9% | -41.5% | +36.7% | +0.2% |
| 3Y | +64.5% | +24.4% | +40.1% | +56.7% |
| 5Y | +46.1% | +41.6% | +4.5% | +33.0% |
| All | +207.7% | +5.9% | +201.8% | +165.0% |
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