+911.5%
TT vs RBA
+187.5%
+723.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | 0.0% | -2.9% | +2.9% | +0.9% |
| 30D | -7.2% | -12.3% | +5.1% | -3.5% |
| 3M | -3.0% | -20.5% | +17.6% | +3.3% |
| 6M | +1.4% | -18.5% | +19.9% | +6.8% |
| YTD | +15.9% | -18.2% | +34.1% | +21.3% |
| 1Y | +9.4% | -27.5% | +36.9% | +19.0% |
| 3Y | +124.4% | +38.1% | +86.3% | +94.9% |
| 5Y | +138.0% | +44.8% | +93.2% | +97.1% |
| All | +911.5% | +187.5% | +723.9% | +518.4% |
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 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