+328.6%
TMO vs RBA
+206.5%
+122.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.8% | -2.7% | +0.1% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | +1.1% | -2.9% | +4.1% | +1.9% |
| 3M | +28.3% | -20.9% | +49.2% | +35.2% |
| 6M | +23.3% | -17.7% | +40.9% | +28.3% |
| YTD | +5.5% | -18.2% | +23.6% | +9.7% |
| 1Y | +24.5% | -29.1% | +53.6% | +34.4% |
| 3Y | +19.6% | +29.5% | -10.0% | +8.6% |
| 5Y | +8.1% | +40.2% | -32.1% | -6.5% |
| All | +328.6% | +206.5% | +122.1% | +190.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling