+1,709.2%
TSM vs RBA
+185.7%
+1,523.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.5% | +2.8% |
| 7D | +2.7% | -2.9% | +5.7% | +3.6% |
| 30D | +3.6% | -12.3% | +15.9% | +7.3% |
| 3M | -3.4% | -20.5% | +17.2% | +2.3% |
| 6M | +20.6% | -18.5% | +39.2% | +26.7% |
| YTD | +41.9% | -18.2% | +60.1% | +48.1% |
| 1Y | +84.4% | -27.5% | +111.9% | +99.0% |
| 3Y | +380.2% | +38.1% | +342.1% | +325.3% |
| 5Y | +275.3% | +44.8% | +230.5% | +218.0% |
| All | +1,709.2% | +185.7% | +1,523.4% | +1,110.2% |
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