+299.4%
TPR vs RBA
+36.9%
+262.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -2.3% | -2.9% | +0.6% | -1.2% |
| 30D | -23.0% | -12.3% | -10.7% | -19.3% |
| 3M | -12.5% | -20.5% | +8.1% | -6.0% |
| 6M | -21.4% | -18.5% | -2.9% | -16.6% |
| YTD | -3.5% | -18.2% | +14.7% | +1.3% |
| 1Y | +17.4% | -27.5% | +44.9% | +29.4% |
| All | +299.4% | +36.9% | +262.5% | +254.3% |
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