-81.8%
TMF vs RBA
+236.6%
-318.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | 0.0% |
| 7D | +0.6% | +2.5% | -1.9% | +0.6% |
| 30D | +16.3% | +11.6% | +4.7% | +16.1% |
| 3M | -2.7% | +1.5% | -4.2% | -2.8% |
| 6M | -13.2% | -6.6% | -6.5% | -13.3% |
| YTD | -16.7% | -6.3% | -10.4% | -16.8% |
| 1Y | -22.7% | -4.0% | -18.8% | -22.8% |
| 3Y | -26.1% | +47.3% | -73.4% | -25.9% |
| 5Y | -88.4% | +47.7% | -136.1% | -88.4% |
| 10Y | -81.8% | +224.7% | -306.6% | -79.5% |
| All | -81.8% | +236.6% | -318.4% | -79.5% |
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