+37.5%
TDY vs RBA
+37.9%
-0.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -1.0% | -1.5% |
| 7D | -1.8% | -1.9% | +0.1% | -1.4% |
| 30D | -13.8% | -13.0% | -0.8% | -11.0% |
| 3M | -3.9% | -23.1% | +19.2% | +1.6% |
| 6M | -9.0% | -22.6% | +13.6% | -4.1% |
| YTD | +16.5% | -20.4% | +36.9% | +21.6% |
| 1Y | +9.3% | -29.6% | +38.9% | +17.3% |
| 3Y | +45.1% | +26.6% | +18.5% | +35.1% |
| All | +37.5% | +37.9% | -0.4% | +24.7% |
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