+10.7%
TTMI vs RBA
-2.0%
+12.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +2.1% | -12.2% | -10.1% |
| 7D | -19.2% | +12.7% | -31.8% | -19.3% |
| 30D | -44.9% | +15.5% | -60.4% | -45.1% |
| 3M | -44.7% | -14.0% | -30.7% | -41.1% |
| 6M | -53.4% | -8.8% | -44.6% | -52.3% |
| YTD | +6.3% | -6.9% | +13.3% | -0.3% |
| 1Y | +10.7% | -3.0% | +13.7% | +0.1% |
| All | +10.7% | -2.0% | +12.7% | +0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling