+124.0%
TDG vs RBA
+45.7%
+78.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.2% | +0.9% |
| 7D | +1.7% | +1.7% | 0.0% | +1.2% |
| 30D | +9.7% | +8.3% | +1.3% | +7.1% |
| 3M | -2.3% | +10.5% | -12.9% | -5.4% |
| 6M | +1.3% | -5.9% | +7.2% | +2.4% |
| YTD | -8.5% | -6.9% | -1.6% | -7.8% |
| 1Y | -8.1% | -4.9% | -3.3% | -8.2% |
| 3Y | +43.4% | +64.5% | -21.1% | +19.8% |
| All | +124.0% | +45.7% | +78.3% | +102.9% |
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 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