+98.6%
TFC vs RBA
+182.6%
-83.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -1.4% |
| 7D | +2.2% | -1.1% | +3.3% | +2.6% |
| 30D | -2.5% | -13.2% | +10.7% | +2.2% |
| 3M | +4.5% | -21.4% | +25.9% | +12.4% |
| 6M | +11.0% | -20.9% | +31.8% | +18.9% |
| YTD | +5.9% | -19.9% | +25.7% | +12.6% |
| 1Y | +14.6% | -28.7% | +43.2% | +26.9% |
| 3Y | +96.7% | +27.4% | +69.3% | +74.7% |
| 5Y | +15.6% | +41.7% | -26.2% | -4.4% |
| 10Y | +98.6% | +189.6% | -91.0% | +10.1% |
| All | +98.6% | +182.6% | -83.9% | +10.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling