+146.0%
TT vs RBA
+45.3%
+100.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | 0.0% | -2.9% | +2.9% | +0.8% |
| 30D | -7.2% | -12.3% | +5.1% | -4.1% |
| 3M | -3.0% | -20.5% | +17.6% | +2.2% |
| 6M | +1.4% | -18.5% | +19.9% | +5.8% |
| YTD | +15.9% | -18.2% | +34.1% | +20.3% |
| 1Y | +9.4% | -27.5% | +36.9% | +17.4% |
| 3Y | +124.4% | +38.1% | +86.3% | +101.2% |
| All | +146.0% | +45.3% | +100.8% | +107.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling