-87.0%
TMF vs RBA
+187.5%
-274.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | 0.0% | +0.4% |
| 7D | -1.4% | -2.9% | +1.5% | -1.4% |
| 30D | -2.8% | -12.3% | +9.5% | -2.8% |
| 3M | -10.9% | -20.5% | +9.6% | -10.9% |
| 6M | -21.3% | -18.5% | -2.8% | -21.3% |
| YTD | -15.9% | -18.2% | +2.4% | -15.9% |
| 1Y | -15.7% | -27.5% | +11.8% | -15.8% |
| 3Y | -43.4% | +38.1% | -81.4% | -42.9% |
| 5Y | -87.8% | +44.8% | -132.6% | -87.6% |
| All | -87.0% | +187.5% | -274.6% | -85.3% |
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