-29.4%
TMF vs RBA
-5.8%
-23.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.5% |
| 7D | -9.3% | +1.7% | -11.0% | -9.5% |
| 30D | +1.9% | +8.3% | -6.4% | +0.6% |
| 3M | -11.2% | +10.5% | -21.8% | -12.7% |
| 6M | -17.7% | -5.9% | -11.8% | -18.2% |
| YTD | -24.5% | -6.9% | -17.6% | -26.4% |
| 1Y | -29.4% | -4.9% | -24.6% | -31.2% |
| All | -29.4% | -5.8% | -23.6% | -31.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling