+3,255.3%
TD vs RBA
+4,003.4%
-748.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.8% | -0.2% |
| 7D | -1.7% | +4.3% | -6.0% | -2.7% |
| 30D | +8.2% | +16.3% | -8.1% | +4.3% |
| 3M | +1.7% | +1.3% | +0.4% | +1.1% |
| 6M | +14.2% | -11.1% | +25.3% | +16.4% |
| YTD | +32.8% | -8.5% | +41.2% | +33.8% |
| 1Y | +55.5% | -2.1% | +57.6% | +54.1% |
| 3Y | +129.6% | +44.6% | +85.1% | +104.4% |
| 5Y | +102.2% | +36.8% | +65.4% | +78.5% |
| 10Y | +306.3% | +227.3% | +79.0% | +177.3% |
| All | +3,255.3% | +4,003.4% | -748.2% | +1,359.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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