+102.5%
TNA vs RBA
+25.0%
+77.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.1% | -2.2% |
| 7D | -7.6% | -3.3% | -4.3% | -4.8% |
| 30D | -13.6% | -9.8% | -3.8% | -5.8% |
| 3M | +2.8% | -23.5% | +26.3% | +26.6% |
| 6M | +34.5% | -21.5% | +56.0% | +61.8% |
| YTD | +41.0% | -21.2% | +62.2% | +66.6% |
| 1Y | +52.0% | -30.2% | +82.2% | +104.6% |
| All | +102.5% | +25.0% | +77.4% | +66.9% |
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 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