+467.2%
TDY vs RBA
+206.5%
+260.7%
-48.9%
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% | 0.0% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | -12.0% | -2.9% | -9.1% | -11.3% |
| 3M | -3.2% | -20.9% | +17.7% | +3.4% |
| 6M | -7.9% | -17.7% | +9.8% | -3.0% |
| YTD | +18.2% | -18.2% | +36.4% | +24.1% |
| 1Y | +6.7% | -29.1% | +35.7% | +17.3% |
| 3Y | +47.5% | +29.5% | +18.0% | +30.1% |
| 5Y | +39.5% | +40.2% | -0.7% | +15.4% |
| All | +467.2% | +206.5% | +260.7% | +200.4% |
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 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