+84.7%
TFC vs RBA
+236.6%
-151.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +1.1% |
| 7D | +0.3% | +2.5% | -2.2% | -0.5% |
| 30D | +9.2% | +11.6% | -2.4% | +5.0% |
| 3M | -2.9% | +1.5% | -4.4% | -3.8% |
| 6M | +3.5% | -6.6% | +10.1% | +4.6% |
| YTD | +5.4% | -6.3% | +11.7% | +6.0% |
| 1Y | +17.3% | -4.0% | +21.3% | +16.9% |
| 3Y | +96.7% | +47.3% | +49.4% | +65.9% |
| 5Y | -1.1% | +47.7% | -48.8% | -18.6% |
| 10Y | +84.7% | +224.7% | -140.0% | -1.2% |
| All | +84.7% | +236.6% | -151.8% | -1.2% |
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