+308.5%
TMUS vs RBA
+185.7%
+122.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.3% | -3.8% | -3.5% |
| 7D | +0.1% | -2.9% | +3.0% | +0.7% |
| 30D | +5.3% | -12.3% | +17.5% | +8.3% |
| 3M | +3.1% | -20.5% | +23.7% | +8.1% |
| 6M | -16.5% | -18.5% | +2.1% | -13.1% |
| YTD | -9.2% | -18.2% | +9.1% | -6.3% |
| 1Y | -26.5% | -27.5% | +1.0% | -22.0% |
| 3Y | +39.0% | +38.1% | +0.9% | +22.5% |
| 5Y | +40.4% | +44.8% | -4.4% | +18.2% |
| All | +308.5% | +185.7% | +122.8% | +172.4% |
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