+212.9%
RBA vs TW
+298.0%
-85.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.7% |
| 7D | -0.5% | +3.2% | -3.7% | -1.4% |
| 30D | +6.8% | +19.7% | -12.8% | +1.5% |
| 3M | +9.5% | +26.8% | -17.4% | +2.1% |
| 6M | -8.2% | +20.9% | -29.1% | -13.7% |
| YTD | -7.7% | +22.9% | -30.6% | -14.3% |
| 1Y | -6.9% | +20.4% | -27.3% | -13.0% |
| 3Y | +61.6% | +42.9% | +18.8% | +41.0% |
| 5Y | +44.7% | +40.2% | +4.5% | +24.7% |
| All | +212.9% | +298.0% | -85.1% | +106.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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