+237.8%
TMUS vs RBA
+207.2%
+30.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.6% | -0.8% |
| 7D | +4.9% | +1.7% | +3.2% | +4.5% |
| 30D | +7.7% | +8.3% | -0.6% | +5.7% |
| 3M | -6.8% | +10.5% | -17.3% | -9.1% |
| 6M | -9.7% | -5.9% | -3.8% | -9.1% |
| YTD | -15.0% | -6.9% | -8.1% | -15.0% |
| 1Y | -19.1% | -4.9% | -14.3% | -19.7% |
| 3Y | +21.4% | +64.5% | -43.0% | +2.8% |
| 5Y | +51.2% | +46.1% | +5.1% | +29.0% |
| All | +237.8% | +207.2% | +30.6% | +122.4% |
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