+234.7%
TMUS vs RBA
+236.6%
-1.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.4% | +1.7% | +3.6% |
| 7D | +5.3% | +2.5% | +2.8% | +4.8% |
| 30D | +13.5% | +11.6% | +2.0% | +10.8% |
| 3M | -4.2% | +1.5% | -5.7% | -4.8% |
| 6M | -11.9% | -6.6% | -5.3% | -11.1% |
| YTD | -15.6% | -6.3% | -9.3% | -15.7% |
| 1Y | -16.8% | -4.0% | -12.8% | -17.5% |
| 3Y | +20.8% | +47.3% | -26.5% | +5.4% |
| 5Y | +48.0% | +47.7% | +0.4% | +26.1% |
| 10Y | +234.7% | +224.7% | +10.0% | +120.3% |
| All | +234.7% | +236.6% | -1.8% | +120.3% |
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 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