-81.7%
TMF vs RBA
+225.5%
-307.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.4% | -4.3% | -3.9% |
| 7D | -1.1% | +3.2% | -4.3% | -1.1% |
| 30D | +11.8% | +12.0% | -0.2% | +11.6% |
| 3M | -4.0% | +2.9% | -6.9% | -4.2% |
| 6M | -16.5% | -6.3% | -10.3% | -16.6% |
| YTD | -19.9% | -5.9% | -14.0% | -20.0% |
| 1Y | -25.6% | -3.9% | -21.7% | -25.7% |
| 3Y | -29.9% | +64.9% | -94.8% | -29.6% |
| 5Y | -88.2% | +48.5% | -136.7% | -88.2% |
| 10Y | -81.7% | +211.8% | -293.5% | -79.6% |
| All | -81.7% | +225.5% | -307.2% | -79.6% |
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