+537.0%
TDG vs RBA
+206.5%
+330.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.8% | -2.6% | -0.2% |
| 7D | -1.9% | +0.1% | -1.9% | -1.9% |
| 30D | -7.7% | -2.9% | -4.8% | -6.8% |
| 3M | -9.3% | -20.9% | +11.6% | -1.8% |
| 6M | -9.4% | -17.7% | +8.3% | -3.5% |
| YTD | -14.3% | -18.2% | +3.9% | -9.2% |
| 1Y | -11.8% | -29.1% | +17.3% | -1.4% |
| 3Y | +52.0% | +29.5% | +22.4% | +31.0% |
| 5Y | +128.8% | +40.2% | +88.6% | +83.6% |
| All | +537.0% | +206.5% | +330.5% | +229.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling