+1,494.6%
RBA vs TCOM
+2,694.8%
-1,200.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | -2.9% | -9.5% | +6.6% | -1.8% |
| 30D | -12.3% | -10.7% | -1.6% | -11.1% |
| 3M | -20.5% | -14.6% | -5.9% | -19.2% |
| 6M | -18.5% | -19.3% | +0.8% | -16.7% |
| YTD | -18.2% | -42.9% | +24.7% | -13.1% |
| 1Y | -27.5% | -43.8% | +16.3% | -22.9% |
| 3Y | +38.1% | +2.1% | +36.0% | +34.0% |
| 5Y | +44.8% | +31.2% | +13.6% | +31.3% |
| 10Y | +187.1% | -13.9% | +201.1% | +162.2% |
| All | +1,494.6% | +2,694.8% | -1,200.2% | +895.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling