-80.5%
TE vs RBA
+143.9%
-224.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -4.0% | -3.4% |
| 7D | -19.1% | +1.7% | -20.8% | -19.7% |
| 30D | -34.1% | +8.3% | -42.5% | -36.4% |
| 3M | -60.1% | +10.5% | -70.7% | -62.0% |
| 6M | -66.0% | -5.9% | -60.1% | -65.8% |
| YTD | -71.4% | -6.9% | -64.5% | -71.1% |
| 1Y | -45.3% | -4.9% | -40.4% | -45.1% |
| 3Y | +9.1% | +64.5% | -55.3% | -11.9% |
| 5Y | -82.6% | +46.1% | -128.7% | -85.8% |
| All | -80.5% | +143.9% | -224.4% | -84.7% |
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 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