+6.9%
TMO vs RBA
+36.6%
-29.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | -2.5% | -3.3% | +0.8% | -1.7% |
| 30D | -0.3% | -9.8% | +9.5% | +2.1% |
| 3M | +25.3% | -23.5% | +48.7% | +32.4% |
| 6M | +20.9% | -21.5% | +42.4% | +26.7% |
| YTD | +4.3% | -21.2% | +25.5% | +9.1% |
| 1Y | +27.0% | -30.2% | +57.2% | +36.9% |
| 3Y | +17.5% | +25.3% | -7.8% | +8.4% |
| 5Y | +6.9% | +35.1% | -28.2% | -8.8% |
| All | +6.9% | +36.6% | -29.6% | -8.8% |
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 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