-88.3%
TMF vs RBA
+45.7%
-134.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.5% |
| 7D | -9.3% | +1.7% | -11.0% | -9.4% |
| 30D | +1.9% | +8.3% | -6.4% | +1.2% |
| 3M | -11.2% | +10.5% | -21.8% | -12.1% |
| 6M | -17.7% | -5.9% | -11.8% | -17.7% |
| YTD | -24.5% | -6.9% | -17.6% | -24.6% |
| 1Y | -29.4% | -4.9% | -24.6% | -29.6% |
| 3Y | -33.4% | +64.5% | -97.9% | -36.8% |
| All | -88.3% | +45.7% | -134.0% | -89.7% |
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