-81.9%
TMF vs RBA
+204.3%
-286.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -3.0% | -4.4% |
| 7D | -8.2% | -0.5% | -7.6% | -8.2% |
| 30D | +5.3% | +6.8% | -1.5% | +5.2% |
| 3M | -8.5% | +9.5% | -17.9% | -8.6% |
| 6M | -17.2% | -8.2% | -9.0% | -17.2% |
| YTD | -23.4% | -7.7% | -15.7% | -23.5% |
| 1Y | -30.2% | -6.9% | -23.3% | -30.3% |
| 3Y | -32.9% | +61.6% | -94.6% | -32.7% |
| 5Y | -88.5% | +44.7% | -133.3% | -88.5% |
| All | -81.9% | +204.3% | -286.2% | -79.7% |
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