+177.3%
RBA vs TW
+221.1%
-43.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | -2.9% | -2.3% | -0.6% | -2.3% |
| 30D | -12.3% | +3.9% | -16.2% | -13.3% |
| 3M | -20.5% | +5.7% | -26.2% | -22.2% |
| 6M | -18.5% | -14.5% | -4.0% | -15.3% |
| YTD | -18.2% | -0.9% | -17.4% | -19.1% |
| 1Y | -27.5% | -13.5% | -14.0% | -25.3% |
| 3Y | +38.1% | +25.0% | +13.1% | +24.8% |
| 5Y | +44.8% | +22.7% | +22.1% | +29.1% |
| All | +177.3% | +221.1% | -43.8% | +95.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling