+52.8%
TMUS vs RBA
+47.4%
+5.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.9% |
| 7D | +8.2% | +0.6% | +7.6% | +8.1% |
| 30D | +13.4% | +9.0% | +4.4% | +12.1% |
| 3M | -3.0% | +7.2% | -10.2% | -4.0% |
| 6M | -8.8% | -7.8% | -1.0% | -8.1% |
| YTD | -13.8% | -6.4% | -7.5% | -14.0% |
| 1Y | -17.1% | -4.2% | -12.9% | -17.6% |
| 3Y | +22.7% | +64.1% | -41.4% | +11.6% |
| 5Y | +52.8% | +48.4% | +4.4% | +46.4% |
| All | +52.8% | +47.4% | +5.5% | +46.4% |
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 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