+13,805.5%
TDG vs RBA
+763.2%
+13,042.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.2% | +0.9% |
| 7D | +1.7% | +1.7% | 0.0% | +1.1% |
| 30D | +9.7% | +8.3% | +1.3% | +6.7% |
| 3M | -2.3% | +10.5% | -12.9% | -5.8% |
| 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% | +17.4% |
| 5Y | +127.8% | +46.1% | +81.7% | +88.7% |
| 10Y | +554.4% | +208.2% | +346.2% | +306.1% |
| All | +13,805.5% | +763.2% | +13,042.3% | +5,650.8% |
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