+42.0%
TMUS vs RBA
+45.3%
-3.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.3% | -3.8% | -3.5% |
| 7D | +0.1% | -2.9% | +3.0% | +0.4% |
| 30D | +5.3% | -12.3% | +17.5% | +6.8% |
| 3M | +3.1% | -20.5% | +23.7% | +5.8% |
| 6M | -16.5% | -18.5% | +2.1% | -14.6% |
| YTD | -9.2% | -18.2% | +9.1% | -7.8% |
| 1Y | -26.5% | -27.5% | +1.0% | -24.0% |
| 3Y | +39.0% | +38.1% | +0.9% | +29.6% |
| All | +42.0% | +45.3% | -3.3% | +28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling