+3,305.7%
TD vs RBA
+4,102.2%
-796.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.9% | +0.9% |
| 7D | -0.6% | +2.5% | -3.1% | -1.2% |
| 30D | +7.9% | +11.6% | -3.6% | +5.1% |
| 3M | +3.1% | +1.5% | +1.6% | +2.4% |
| 6M | +17.2% | -6.6% | +23.8% | +18.0% |
| YTD | +34.7% | -6.3% | +41.0% | +35.1% |
| 1Y | +56.9% | -4.0% | +60.9% | +56.3% |
| 3Y | +134.7% | +47.3% | +87.5% | +108.0% |
| 5Y | +104.8% | +47.7% | +57.1% | +77.5% |
| 10Y | +305.8% | +224.7% | +81.1% | +177.6% |
| All | +3,305.7% | +4,102.2% | -796.5% | +1,373.4% |
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