+126.1%
TDG vs RBA
+36.6%
+89.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | -2.7% | -3.3% | +0.6% | -1.7% |
| 30D | -9.3% | -9.8% | +0.5% | -6.6% |
| 3M | -7.1% | -23.5% | +16.4% | 0.0% |
| 6M | -11.2% | -21.5% | +10.4% | -5.2% |
| YTD | -15.3% | -21.2% | +5.9% | -10.3% |
| 1Y | -12.5% | -30.2% | +17.7% | -3.9% |
| 3Y | +51.2% | +25.3% | +25.9% | +37.0% |
| 5Y | +126.1% | +35.1% | +91.0% | +97.2% |
| All | +126.1% | +36.6% | +89.6% | +97.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling