+29.5%
TPR vs RBA
-3.8%
+33.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +12.1% | +3.2% | +8.9% | +11.1% |
| 30D | +16.7% | +12.0% | +4.7% | +13.1% |
| 3M | -17.4% | +2.9% | -20.3% | -18.4% |
| 6M | +2.3% | -6.3% | +8.5% | +1.7% |
| YTD | +7.1% | -5.9% | +13.0% | +1.3% |
| 1Y | +29.5% | -3.9% | +33.4% | +22.2% |
| All | +29.5% | -3.8% | +33.3% | +22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling