+20.5%
TMUS vs RBA
+51.9%
-31.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | +9.5% | +3.2% | +6.3% | +9.2% |
| 30D | +13.8% | +12.0% | +1.8% | +12.7% |
| 3M | -4.6% | +2.9% | -7.5% | -5.0% |
| 6M | -11.7% | -6.3% | -5.4% | -11.3% |
| YTD | -15.4% | -5.9% | -9.5% | -15.9% |
| 1Y | -16.1% | -3.9% | -12.2% | -16.9% |
| 3Y | +20.5% | +64.9% | -44.4% | +15.3% |
| All | +20.5% | +51.9% | -31.4% | +15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling