+153.1%
TE vs RBA
-29.1%
+182.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.7% |
| 7D | +15.0% | -1.9% | +16.9% | +15.6% |
| 30D | -7.5% | -13.0% | +5.4% | -3.2% |
| 3M | -42.0% | -23.1% | -18.9% | -38.5% |
| 6M | -31.4% | -22.6% | -8.8% | -27.6% |
| YTD | -26.5% | -20.4% | -6.1% | -18.8% |
| 1Y | +153.1% | -29.6% | +182.7% | +153.7% |
| All | +153.1% | -29.1% | +182.2% | +153.7% |
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 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