+4,135.9%
TT vs RBA
+4,058.7%
+77.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.3% |
| 7D | -9.0% | +7.3% | -16.3% | -11.0% |
| 30D | -17.6% | +16.9% | -34.6% | -21.7% |
| 3M | -18.7% | -0.5% | -18.2% | -19.0% |
| 6M | -17.4% | -10.4% | -7.0% | -15.7% |
| YTD | +1.5% | -7.2% | +8.8% | +1.9% |
| 1Y | -9.4% | -2.2% | -7.1% | -10.6% |
| 3Y | +85.1% | +43.7% | +41.3% | +59.5% |
| 5Y | +125.7% | +38.7% | +87.1% | +91.7% |
| 10Y | +757.3% | +231.7% | +525.6% | +430.0% |
| All | +4,135.9% | +4,058.7% | +77.1% | +1,459.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling