+1,728.0%
RBA vs TCOM
+2,899.8%
-1,171.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.5% |
| 7D | +2.5% | +7.4% | -4.9% | +1.6% |
| 30D | +11.6% | +13.2% | -1.6% | +9.9% |
| 3M | +1.5% | -4.6% | +6.1% | +2.0% |
| 6M | -6.6% | -16.4% | +9.8% | -5.0% |
| YTD | -6.3% | -38.8% | +32.5% | -1.3% |
| 1Y | -4.0% | -37.3% | +33.4% | +0.8% |
| 3Y | +47.3% | +31.4% | +15.8% | +38.8% |
| 5Y | +47.7% | +45.5% | +2.1% | +32.4% |
| 10Y | +224.7% | +4.6% | +220.1% | +189.5% |
| All | +1,728.0% | +2,899.8% | -1,171.8% | +1,030.8% |
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