+1,783.5%
TMO vs RBA
+3,492.7%
-1,709.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.3% |
| 7D | +0.4% | -1.1% | +1.5% | +0.7% |
| 30D | +1.5% | -13.2% | +14.7% | +4.6% |
| 3M | +28.5% | -21.4% | +49.9% | +34.7% |
| 6M | +20.4% | -20.9% | +41.2% | +25.8% |
| YTD | +4.3% | -19.9% | +24.1% | +8.5% |
| 1Y | +24.1% | -28.7% | +52.8% | +32.3% |
| 3Y | +17.5% | +27.4% | -9.9% | +9.1% |
| 5Y | +6.8% | +41.7% | -34.9% | -4.9% |
| 10Y | +311.9% | +189.6% | +122.3% | +208.0% |
| All | +1,783.5% | +3,492.7% | -1,709.2% | +930.1% |
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