-31.8%
TE vs RBA
+42.3%
-74.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +4.3% |
| 7D | -12.6% | +4.3% | -16.9% | -15.0% |
| 30D | -36.7% | +16.3% | -53.0% | -42.7% |
| 3M | -57.5% | +1.3% | -58.8% | -58.0% |
| 6M | -55.2% | -11.1% | -44.2% | -53.5% |
| YTD | -64.7% | -8.5% | -56.2% | -64.2% |
| 1Y | -35.9% | -2.1% | -33.7% | -38.4% |
| 3Y | -31.8% | +44.6% | -76.4% | -58.0% |
| All | -31.8% | +42.3% | -74.1% | -58.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling