-87.4%
TMF vs RBA
+45.3%
-132.7%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | 0.0% | +0.3% |
| 7D | -1.4% | -2.9% | +1.5% | -1.2% |
| 30D | -2.8% | -12.3% | +9.5% | -1.8% |
| 3M | -10.9% | -20.5% | +9.6% | -9.4% |
| 6M | -21.3% | -18.5% | -2.8% | -20.1% |
| YTD | -15.9% | -18.2% | +2.4% | -14.9% |
| 1Y | -15.7% | -27.5% | +11.8% | -13.9% |
| 3Y | -43.4% | +38.1% | -81.4% | -45.8% |
| All | -87.4% | +45.3% | -132.7% | -88.5% |
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