+357.0%
TPR vs RBA
+204.3%
+152.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +0.9% | +0.1% |
| 7D | -1.1% | -0.5% | -0.6% | -0.9% |
| 30D | +15.1% | +6.8% | +8.3% | +12.0% |
| 3M | -13.4% | +9.5% | -22.9% | -16.7% |
| 6M | +1.4% | -8.2% | +9.6% | +3.4% |
| YTD | +4.8% | -7.7% | +12.5% | +6.0% |
| 1Y | +29.2% | -6.9% | +36.1% | +30.1% |
| 3Y | +403.7% | +61.6% | +342.0% | +302.0% |
| 5Y | +230.8% | +44.7% | +186.1% | +167.2% |
| All | +357.0% | +204.3% | +152.7% | +150.7% |
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