+1,502.2%
TSM vs RBA
+236.6%
+1,265.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.1% | +2.9% |
| 7D | -2.5% | +2.5% | -5.0% | -3.2% |
| 30D | -14.3% | +11.6% | -25.8% | -17.0% |
| 3M | -7.2% | +1.5% | -8.7% | -8.1% |
| 6M | -5.1% | -6.6% | +1.5% | -4.4% |
| YTD | +28.9% | -6.3% | +35.1% | +29.0% |
| 1Y | +37.1% | -4.0% | +41.0% | +36.2% |
| 3Y | +341.5% | +47.3% | +294.2% | +283.5% |
| 5Y | +245.7% | +47.7% | +198.0% | +192.5% |
| 10Y | +1,502.2% | +224.7% | +1,277.5% | +958.9% |
| All | +1,502.2% | +236.6% | +1,265.7% | +958.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling