+270.1%
TSM vs RBA
+46.2%
+223.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.5% |
| 7D | +14.8% | -0.5% | +15.4% | +15.0% |
| 30D | -8.9% | +6.8% | -15.7% | -10.5% |
| 3M | -5.3% | +9.5% | -14.7% | -7.7% |
| 6M | +2.6% | -8.2% | +10.8% | +3.9% |
| YTD | +34.5% | -7.7% | +42.2% | +35.2% |
| 1Y | +41.0% | -6.9% | +47.9% | +41.3% |
| 3Y | +333.1% | +61.6% | +271.5% | +273.9% |
| 5Y | +270.1% | +44.7% | +225.4% | +227.9% |
| All | +270.1% | +46.2% | +223.9% | +227.9% |
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 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