+131.3%
TLT vs RBA
+2,866.0%
-2,734.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | -0.1% |
| 7D | +0.1% | +4.3% | -4.2% | +0.3% |
| 30D | +6.2% | +16.3% | -10.1% | +7.1% |
| 3M | +0.1% | +1.3% | -1.3% | +0.2% |
| 6M | -3.0% | -11.1% | +8.1% | -3.5% |
| YTD | -2.7% | -8.5% | +5.7% | -3.0% |
| 1Y | -4.8% | -2.1% | -2.7% | -4.7% |
| 3Y | +6.9% | +44.6% | -37.6% | +10.2% |
| 5Y | -34.5% | +36.8% | -71.3% | -32.3% |
| 10Y | -17.3% | +227.3% | -244.6% | -6.2% |
| All | +131.3% | +2,866.0% | -2,734.7% | +213.4% |
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 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