+413.8%
TPR vs RBA
+48.1%
+365.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | +0.1% | +1.6% |
| 7D | +12.7% | +2.5% | +10.2% | +11.7% |
| 30D | +17.1% | +11.6% | +5.5% | +12.4% |
| 3M | -15.9% | +1.5% | -17.4% | -16.6% |
| 6M | +2.6% | -6.6% | +9.2% | +3.5% |
| YTD | +7.5% | -6.3% | +13.8% | +7.2% |
| 1Y | +32.9% | -4.0% | +36.9% | +31.2% |
| 3Y | +413.8% | +47.3% | +366.6% | +345.0% |
| All | +413.8% | +48.1% | +365.7% | +345.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling