+203.4%
TGT vs RBA
+195.3%
+8.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.2% | -0.9% |
| 7D | -5.0% | -3.3% | -1.8% | -4.2% |
| 30D | +3.0% | -9.8% | +12.8% | +5.8% |
| 3M | +22.6% | -23.5% | +46.1% | +30.9% |
| 6M | +31.2% | -21.5% | +52.7% | +38.8% |
| YTD | +63.7% | -21.2% | +84.9% | +72.1% |
| 1Y | +78.5% | -30.2% | +108.7% | +93.9% |
| 3Y | +40.5% | +25.3% | +15.2% | +28.0% |
| 5Y | -25.6% | +35.1% | -60.7% | -35.4% |
| All | +203.4% | +195.3% | +8.1% | +102.1% |
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