+88.5%
TFC vs RBA
+224.6%
-136.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.5% |
| 7D | +1.2% | +4.3% | -3.1% | -0.2% |
| 30D | +8.3% | +16.3% | -8.0% | +2.6% |
| 3M | -5.2% | +1.3% | -6.5% | -6.0% |
| 6M | -0.8% | -11.1% | +10.3% | +2.1% |
| YTD | +3.4% | -8.5% | +11.9% | +4.9% |
| 1Y | +17.0% | -2.1% | +19.1% | +15.7% |
| 3Y | +86.2% | +44.6% | +41.6% | +57.9% |
| 5Y | -2.3% | +36.8% | -39.1% | -17.4% |
| All | +88.5% | +224.6% | -136.0% | +0.1% |
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