-76.0%
TE vs RBA
+139.7%
-215.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +4.1% |
| 7D | -12.6% | +4.3% | -16.9% | -14.2% |
| 30D | -36.7% | +16.3% | -53.0% | -40.8% |
| 3M | -57.5% | +1.3% | -58.8% | -57.9% |
| 6M | -55.2% | -11.1% | -44.2% | -53.9% |
| YTD | -64.7% | -8.5% | -56.2% | -64.0% |
| 1Y | -35.9% | -2.1% | -33.7% | -36.5% |
| 3Y | -31.8% | +44.6% | -76.4% | -41.8% |
| 5Y | -79.4% | +36.8% | -116.3% | -83.0% |
| All | -76.0% | +139.7% | -215.7% | -80.9% |
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 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