-45.3%
TE vs RBA
-5.8%
-39.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -4.0% | -3.4% |
| 7D | -19.1% | +1.7% | -20.8% | -19.6% |
| 30D | -34.1% | +8.3% | -42.5% | -36.1% |
| 3M | -60.1% | +10.5% | -70.7% | -61.5% |
| 6M | -66.0% | -5.9% | -60.1% | -66.9% |
| YTD | -71.4% | -6.9% | -64.5% | -69.7% |
| 1Y | -45.3% | -4.9% | -40.4% | -41.6% |
| All | -45.3% | -5.8% | -39.5% | -41.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling