-78.9%
TE vs RBA
+146.4%
-225.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.4% | -10.0% | -9.8% |
| 7D | -26.9% | +3.2% | -30.1% | -27.9% |
| 30D | -38.9% | +12.0% | -50.9% | -41.9% |
| 3M | -61.0% | +2.9% | -63.9% | -61.7% |
| 6M | -66.4% | -6.3% | -60.1% | -66.2% |
| YTD | -69.0% | -5.9% | -63.1% | -68.8% |
| 1Y | -54.0% | -3.9% | -50.1% | -54.1% |
| 3Y | +38.0% | +64.9% | -26.9% | +11.1% |
| 5Y | -81.0% | +48.5% | -129.4% | -84.5% |
| All | -78.9% | +146.4% | -225.4% | -83.5% |
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