-14.1%
TSCO vs RBA
+27.1%
-41.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.8% | +1.3% |
| 7D | +1.7% | -1.1% | +2.7% | +1.9% |
| 30D | +2.8% | -13.2% | +16.0% | +6.1% |
| 3M | +17.9% | -21.4% | +39.3% | +23.8% |
| 6M | -28.6% | -20.9% | -7.7% | -25.2% |
| YTD | -28.0% | -19.9% | -8.2% | -25.4% |
| 1Y | -39.9% | -28.7% | -11.2% | -35.5% |
| All | -14.1% | +27.1% | -41.2% | -21.8% |
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