+4,734.6%
TT vs RBA
+3,565.6%
+1,169.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -0.2% | -2.9% | +2.7% | +0.7% |
| 30D | -7.4% | -12.3% | +4.9% | -3.8% |
| 3M | -3.2% | -20.5% | +17.3% | +3.0% |
| 6M | +1.1% | -18.5% | +19.7% | +6.6% |
| YTD | +15.6% | -18.2% | +33.9% | +21.1% |
| 1Y | +9.2% | -27.5% | +36.7% | +18.5% |
| 3Y | +124.4% | +38.1% | +86.3% | +96.4% |
| 5Y | +138.0% | +44.8% | +93.2% | +99.6% |
| 10Y | +886.4% | +187.1% | +699.3% | +540.0% |
| All | +4,734.6% | +3,565.6% | +1,169.1% | +1,757.4% |
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 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