-7.5%
TSCO vs RBA
+39.8%
-47.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.0% | -3.5% |
| 7D | -2.5% | -1.9% | -0.6% | -2.0% |
| 30D | -1.1% | -13.0% | +11.9% | +2.1% |
| 3M | +14.3% | -23.1% | +37.4% | +21.1% |
| 6M | -31.9% | -22.6% | -9.3% | -28.0% |
| YTD | -30.7% | -20.4% | -10.3% | -27.7% |
| 1Y | -41.1% | -29.6% | -11.5% | -36.5% |
| 3Y | -17.1% | +26.6% | -43.7% | -24.2% |
| 5Y | -7.5% | +38.2% | -45.7% | -20.5% |
| All | -7.5% | +39.8% | -47.3% | -20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling