-68.9%
TMF vs RBA
+504.2%
-573.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.5% |
| 7D | +2.7% | +7.3% | -4.6% | +3.8% |
| 30D | +19.3% | +16.9% | +2.4% | +22.1% |
| 3M | -3.7% | -0.5% | -3.2% | -3.8% |
| 6M | -11.3% | -10.4% | -0.9% | -12.7% |
| YTD | -16.6% | -7.2% | -9.4% | -17.2% |
| 1Y | -21.1% | -2.2% | -18.9% | -21.0% |
| 3Y | -26.8% | +43.7% | -70.5% | -20.8% |
| 5Y | -88.0% | +38.7% | -126.7% | -87.0% |
| 10Y | -84.7% | +231.7% | -316.4% | -77.6% |
| All | -68.9% | +504.2% | -573.1% | -30.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling