+1,330.8%
TGT vs RBA
+3,565.6%
-2,234.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | +0.2% |
| 7D | +0.8% | -2.9% | +3.7% | +1.5% |
| 30D | +12.2% | -12.3% | +24.5% | +15.7% |
| 3M | +33.8% | -20.5% | +54.3% | +40.9% |
| 6M | +39.3% | -18.5% | +57.8% | +45.4% |
| YTD | +72.9% | -18.2% | +91.1% | +79.7% |
| 1Y | +84.6% | -27.5% | +112.1% | +97.5% |
| 3Y | +46.2% | +38.1% | +8.1% | +31.3% |
| 5Y | -21.3% | +44.8% | -66.1% | -31.7% |
| 10Y | +213.5% | +187.1% | +26.4% | +121.6% |
| All | +1,330.8% | +3,565.6% | -2,234.7% | +416.8% |
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