+41.7%
RBA vs TW
+22.4%
+19.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.0% | +1.0% | -1.3% |
| 7D | -1.1% | -3.5% | +2.4% | -0.2% |
| 30D | -13.2% | +0.5% | -13.7% | -13.4% |
| 3M | -21.4% | +4.9% | -26.3% | -22.6% |
| 6M | -20.9% | -17.1% | -3.8% | -17.4% |
| YTD | -19.9% | -3.9% | -16.0% | -19.9% |
| 1Y | -28.7% | -13.3% | -15.4% | -26.7% |
| 3Y | +27.4% | +20.9% | +6.5% | +18.0% |
| 5Y | +41.7% | +20.5% | +21.2% | +32.9% |
| All | +41.7% | +22.4% | +19.3% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling