-88.4%
TMF vs RBA
+47.6%
-136.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.1% |
| 7D | +0.6% | +2.5% | -1.9% | +0.4% |
| 30D | +16.3% | +11.6% | +4.7% | +15.2% |
| 3M | -2.7% | +1.5% | -4.2% | -3.1% |
| 6M | -13.2% | -6.6% | -6.5% | -13.1% |
| YTD | -16.7% | -6.3% | -10.4% | -16.8% |
| 1Y | -22.7% | -4.0% | -18.8% | -23.0% |
| 3Y | -26.1% | +47.3% | -73.4% | -29.4% |
| 5Y | -88.4% | +47.7% | -136.1% | -90.0% |
| All | -88.4% | +47.6% | -136.0% | -90.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling