+4,236.6%
TT vs RBA
+4,003.4%
+233.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -18.2% |
| 3M | -15.9% | +1.3% | -17.2% | -16.7% |
| 6M | -17.3% | -11.1% | -6.3% | -15.4% |
| YTD | +4.0% | -8.5% | +12.4% | +4.7% |
| 1Y | -7.1% | -2.1% | -5.0% | -8.4% |
| 3Y | +90.2% | +44.6% | +45.7% | +63.6% |
| 5Y | +131.1% | +36.8% | +94.3% | +97.0% |
| 10Y | +777.7% | +227.3% | +550.4% | +444.8% |
| All | +4,236.6% | +4,003.4% | +233.1% | +1,502.5% |
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