+1,029.9%
TNA vs RBA
+683.9%
+346.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -2.0% | -2.0% |
| 7D | +3.7% | +1.7% | +2.0% | +2.1% |
| 30D | +4.4% | +8.3% | -4.0% | -4.2% |
| 3M | -26.7% | +10.5% | -37.2% | -34.7% |
| 6M | -12.8% | -5.9% | -7.0% | -11.3% |
| YTD | +22.7% | -6.9% | +29.5% | +25.2% |
| 1Y | +35.7% | -4.9% | +40.5% | +35.9% |
| 3Y | +134.6% | +64.5% | +70.1% | +36.5% |
| 5Y | -46.0% | +46.1% | -92.1% | -65.8% |
| 10Y | +38.0% | +208.2% | -170.2% | -58.9% |
| All | +1,029.9% | +683.9% | +346.1% | -8.9% |
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 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