+363.4%
TFC vs RBA
+3,565.6%
-3,202.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +2.4% | -2.9% | +5.3% | +3.3% |
| 30D | -1.3% | -12.3% | +11.0% | +2.4% |
| 3M | +6.1% | -20.5% | +26.6% | +12.6% |
| 6M | +7.3% | -18.5% | +25.9% | +13.0% |
| YTD | +8.2% | -18.2% | +26.4% | +13.6% |
| 1Y | +14.4% | -27.5% | +41.9% | +24.4% |
| 3Y | +93.7% | +38.1% | +55.6% | +71.4% |
| 5Y | +16.4% | +44.8% | -28.4% | -0.9% |
| 10Y | +101.6% | +187.1% | -85.6% | +34.5% |
| All | +363.4% | +3,565.6% | -3,202.2% | +83.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling