-41.3%
TE vs RBA
+44.6%
-85.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.0% | +12.0% | +11.2% |
| 7D | +18.2% | -1.1% | +19.3% | +18.9% |
| 30D | -13.5% | -13.2% | -0.3% | -5.8% |
| 3M | -44.6% | -21.4% | -23.2% | -37.7% |
| 6M | -24.7% | -20.9% | -3.8% | -15.5% |
| YTD | -24.3% | -19.9% | -4.4% | -15.8% |
| 1Y | +155.6% | -28.7% | +184.2% | +205.5% |
| 3Y | -18.3% | +27.4% | -45.7% | -34.2% |
| 5Y | -41.3% | +41.7% | -83.0% | -54.9% |
| All | -41.3% | +44.6% | -85.9% | -54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling