+79.0%
TFC vs RBA
+209.3%
-130.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -1.2% | +0.6% | -1.8% | -1.4% |
| 30D | +7.8% | +9.0% | -1.2% | +4.5% |
| 3M | -3.0% | +7.2% | -10.1% | -5.6% |
| 6M | +5.8% | -7.8% | +13.6% | +7.5% |
| YTD | +5.3% | -6.4% | +11.6% | +5.9% |
| 1Y | +15.7% | -4.2% | +19.9% | +15.4% |
| 3Y | +94.8% | +64.1% | +30.7% | +58.5% |
| 5Y | 0.0% | +48.4% | -48.4% | -17.9% |
| 10Y | +79.0% | +209.9% | -130.9% | -3.4% |
| All | +79.0% | +209.3% | -130.3% | -3.4% |
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