-76.7%
TE vs RBA
+145.5%
-222.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.4% | -5.4% | -3.9% |
| 7D | -10.5% | +2.5% | -13.1% | -11.5% |
| 30D | -32.4% | +11.6% | -44.0% | -35.6% |
| 3M | -60.9% | +1.5% | -62.4% | -61.3% |
| 6M | -62.8% | -6.6% | -56.2% | -62.5% |
| YTD | -65.7% | -6.3% | -59.5% | -65.4% |
| 1Y | -39.9% | -4.0% | -35.9% | -40.0% |
| 3Y | +10.6% | +47.3% | -36.6% | -6.3% |
| 5Y | -79.7% | +47.7% | -127.3% | -83.4% |
| All | -76.7% | +145.5% | -222.2% | -81.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling