-22.5%
TNA vs RBA
+39.8%
-62.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.5% | -3.6% |
| 7D | -3.6% | -1.9% | -1.7% | -1.9% |
| 30D | -10.1% | -13.0% | +2.9% | +0.9% |
| 3M | +2.7% | -23.1% | +25.8% | +25.8% |
| 6M | +38.4% | -22.6% | +61.0% | +69.0% |
| YTD | +45.4% | -20.4% | +65.8% | +71.5% |
| 1Y | +55.9% | -29.6% | +85.5% | +106.8% |
| 3Y | +109.8% | +26.6% | +83.3% | +69.3% |
| 5Y | -22.5% | +38.2% | -60.7% | -43.3% |
| All | -22.5% | +39.8% | -62.3% | -43.3% |
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 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