+13,594.2%
TSM vs RBA
+4,003.4%
+9,590.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.3% | +7.7% | +6.7% |
| 7D | -7.6% | +4.3% | -11.8% | -8.7% |
| 30D | -20.5% | +16.3% | -36.8% | -24.0% |
| 3M | -10.0% | +1.3% | -11.3% | -10.9% |
| 6M | -10.1% | -11.1% | +1.0% | -8.3% |
| YTD | +24.5% | -8.5% | +33.0% | +25.4% |
| 1Y | +31.2% | -2.1% | +33.3% | +29.6% |
| 3Y | +322.0% | +44.6% | +277.4% | +270.9% |
| 5Y | +245.3% | +36.8% | +208.4% | +200.8% |
| 10Y | +1,465.8% | +227.3% | +1,238.5% | +935.8% |
| All | +13,594.2% | +4,003.4% | +9,590.8% | +5,196.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling