-24.8%
TMF vs RBA
+42.3%
-67.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.2% | 0.0% |
| 7D | +1.2% | +4.3% | -3.1% | +0.8% |
| 30D | +19.7% | +16.3% | +3.4% | +17.9% |
| 3M | -2.1% | +1.3% | -3.4% | -2.6% |
| 6M | -13.4% | -11.1% | -2.4% | -13.1% |
| YTD | -16.7% | -8.5% | -8.3% | -17.0% |
| 1Y | -23.3% | -2.1% | -21.2% | -23.9% |
| 3Y | -24.8% | +44.6% | -69.4% | -30.9% |
| All | -24.8% | +42.3% | -67.1% | -30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling