+11.2%
TSN vs RBA
+32.9%
-21.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | -6.3% | -2.9% | -3.4% | -6.0% |
| 30D | -10.8% | -12.3% | +1.5% | -9.4% |
| 3M | -8.8% | -20.5% | +11.8% | -6.3% |
| 6M | -16.8% | -18.5% | +1.7% | -15.0% |
| YTD | -10.0% | -18.2% | +8.2% | -8.2% |
| 1Y | -5.3% | -27.5% | +22.2% | -2.0% |
| All | +11.2% | +32.9% | -21.8% | +9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling