-45.3%
TNA vs RBA
+45.7%
-91.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -2.0% | -1.9% |
| 7D | +3.7% | +1.7% | +2.0% | +2.3% |
| 30D | +4.4% | +8.3% | -4.0% | -3.0% |
| 3M | -26.7% | +10.5% | -37.2% | -33.6% |
| 6M | -12.8% | -5.9% | -7.0% | -11.3% |
| YTD | +22.7% | -6.9% | +29.5% | +25.3% |
| 1Y | +35.7% | -4.9% | +40.5% | +36.1% |
| 3Y | +134.6% | +64.5% | +70.1% | +49.8% |
| All | -45.3% | +45.7% | -91.1% | -54.5% |
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