+84.4%
TSM vs RBA
-26.5%
+110.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.5% | +2.8% |
| 7D | +2.7% | -2.9% | +5.7% | +3.1% |
| 30D | +3.6% | -12.3% | +15.9% | +5.5% |
| 3M | -3.4% | -20.5% | +17.2% | -0.7% |
| 6M | +20.6% | -18.5% | +39.2% | +23.0% |
| YTD | +41.9% | -18.2% | +60.1% | +44.2% |
| 1Y | +84.4% | -27.5% | +111.9% | +84.6% |
| All | +84.4% | -26.5% | +110.9% | +84.6% |
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