+48.0%
TGT vs RBA
+27.1%
+20.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.7% |
| 7D | -0.6% | -1.1% | +0.4% | -0.4% |
| 30D | +9.5% | -13.2% | +22.7% | +12.6% |
| 3M | +32.3% | -21.4% | +53.6% | +38.3% |
| 6M | +37.0% | -20.9% | +57.9% | +42.9% |
| YTD | +71.0% | -19.9% | +90.9% | +76.8% |
| 1Y | +85.0% | -28.7% | +113.7% | +96.3% |
| All | +48.0% | +27.1% | +20.9% | +41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling