-12.5%
TLT vs RBA
+236.6%
-249.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | 0.0% |
| 7D | +0.3% | +2.5% | -2.2% | +0.3% |
| 30D | +5.1% | +11.6% | -6.5% | +5.1% |
| 3M | -0.2% | +1.5% | -1.7% | -0.2% |
| 6M | -2.9% | -6.6% | +3.7% | -3.0% |
| YTD | -2.7% | -6.3% | +3.6% | -2.7% |
| 1Y | -4.6% | -4.0% | -0.6% | -4.6% |
| 3Y | +6.1% | +47.3% | -41.2% | +6.2% |
| 5Y | -35.1% | +47.7% | -82.8% | -35.0% |
| 10Y | -12.5% | +224.7% | -237.2% | -8.4% |
| All | -12.5% | +236.6% | -249.0% | -8.4% |
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