+15.8%
TSN vs RBA
-3.8%
+19.6%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.7% |
| 7D | +5.8% | +3.2% | +2.6% | +5.5% |
| 30D | +12.8% | +12.0% | +0.8% | +11.3% |
| 3M | +6.5% | +2.9% | +3.6% | +6.0% |
| 6M | -10.3% | -6.3% | -4.0% | -9.7% |
| YTD | +5.5% | -5.9% | +11.4% | +5.7% |
| 1Y | +15.8% | -3.9% | +19.7% | +14.8% |
| All | +15.8% | -3.8% | +19.6% | +14.8% |
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