+753.3%
TT vs RBA
+224.6%
+528.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.7% | +2.8% |
| 7D | -2.0% | +4.3% | -6.3% | -3.3% |
| 30D | -14.0% | +16.3% | -30.3% | -18.1% |
| 3M | -15.9% | +1.3% | -17.2% | -16.7% |
| 6M | -17.3% | -11.1% | -6.3% | -15.3% |
| YTD | +4.0% | -8.5% | +12.4% | +4.7% |
| 1Y | -7.1% | -2.1% | -5.0% | -8.5% |
| 3Y | +90.2% | +44.6% | +45.7% | +62.8% |
| 5Y | +131.1% | +36.8% | +94.3% | +96.7% |
| All | +753.3% | +224.6% | +528.7% | +409.3% |
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