+41.0%
TMUS vs RBA
+37.7%
+3.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.0% |
| 7D | +3.6% | +4.3% | -0.7% | +3.0% |
| 30D | -3.4% | +16.3% | -19.7% | -5.2% |
| 3M | -9.5% | +1.3% | -10.8% | -9.7% |
| 6M | -15.2% | -11.1% | -4.1% | -14.2% |
| YTD | -18.9% | -8.5% | -10.5% | -18.9% |
| 1Y | -17.7% | -2.1% | -15.6% | -18.6% |
| 3Y | +15.6% | +44.6% | -28.9% | +7.2% |
| All | +41.0% | +37.7% | +3.3% | +36.0% |
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