+1,316.1%
TNA vs RBA
+588.2%
+727.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.4% |
| 7D | -0.1% | -2.9% | +2.8% | +3.0% |
| 30D | -4.9% | -12.3% | +7.4% | +7.5% |
| 3M | +0.4% | -20.5% | +20.9% | +22.3% |
| 6M | +32.5% | -18.5% | +51.1% | +57.6% |
| YTD | +53.7% | -18.2% | +72.0% | +80.6% |
| 1Y | +65.1% | -27.5% | +92.6% | +119.6% |
| 3Y | +98.4% | +38.1% | +60.4% | +37.2% |
| 5Y | -22.5% | +44.8% | -67.3% | -50.7% |
| 10Y | +82.5% | +187.1% | -104.6% | -40.8% |
| All | +1,316.1% | +588.2% | +727.9% | +31.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling