+379.1%
TPR vs RBA
+224.6%
+154.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.5% |
| 7D | +14.2% | +4.3% | +9.9% | +12.3% |
| 30D | +17.1% | +16.3% | +0.8% | +10.1% |
| 3M | -17.7% | +1.3% | -19.0% | -18.4% |
| 6M | -10.2% | -11.1% | +0.9% | -7.1% |
| YTD | +4.9% | -8.5% | +13.4% | +6.4% |
| 1Y | +36.1% | -2.1% | +38.3% | +34.3% |
| 3Y | +416.5% | +44.6% | +371.9% | +330.1% |
| 5Y | +254.8% | +36.8% | +218.0% | +193.6% |
| All | +379.1% | +224.6% | +154.6% | +161.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling