+47.3%
RBA vs TW
+40.3%
+6.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.3% |
| 7D | +2.5% | +3.4% | -0.9% | +1.9% |
| 30D | +11.6% | +15.5% | -3.9% | +8.7% |
| 3M | +1.5% | +25.1% | -23.6% | -2.7% |
| 6M | -6.6% | +18.2% | -24.8% | -9.6% |
| YTD | -6.3% | +19.7% | -26.0% | -9.9% |
| 1Y | -4.0% | +18.1% | -22.1% | -7.4% |
| 3Y | +47.3% | +40.5% | +6.7% | +44.4% |
| All | +47.3% | +40.3% | +6.9% | +44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling