+44.3%
TEL vs RBA
+48.4%
-4.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | -0.4% | +0.6% | -1.0% | -0.5% |
| 30D | +1.0% | +9.0% | -8.0% | -1.6% |
| 3M | +0.7% | +7.2% | -6.4% | -1.6% |
| 6M | +7.3% | -7.8% | +15.0% | +8.8% |
| YTD | -2.5% | -6.4% | +3.8% | -2.1% |
| 1Y | -10.3% | -4.2% | -6.1% | -10.5% |
| 3Y | +81.1% | +64.1% | +17.1% | +52.1% |
| All | +44.3% | +48.4% | -4.1% | +29.7% |
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 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