+131.2%
TLT vs RBA
+2,549.5%
-2,418.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.2% |
| 7D | -0.4% | -2.9% | +2.5% | -0.6% |
| 30D | -0.6% | -12.3% | +11.7% | -1.3% |
| 3M | -2.7% | -20.5% | +17.8% | -3.9% |
| 6M | -5.6% | -18.5% | +12.9% | -6.6% |
| YTD | -2.8% | -18.2% | +15.4% | -3.7% |
| 1Y | -1.4% | -27.5% | +26.1% | -3.0% |
| 3Y | -1.6% | +38.1% | -39.7% | +1.3% |
| 5Y | -33.8% | +44.8% | -78.6% | -31.2% |
| 10Y | -21.1% | +187.1% | -208.3% | -11.3% |
| All | +131.2% | +2,549.5% | -2,418.3% | +211.2% |
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