+1,094.7%
TTMI vs RBA
+189.2%
+905.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.3% | -3.7% |
| 7D | +7.5% | -1.9% | +9.4% | +8.1% |
| 30D | -4.5% | -13.0% | +8.5% | -0.5% |
| 3M | -28.5% | -23.1% | -5.4% | -23.4% |
| 6M | +28.4% | -22.6% | +50.9% | +37.4% |
| YTD | +80.1% | -20.4% | +100.5% | +89.8% |
| 1Y | +161.0% | -29.6% | +190.6% | +185.9% |
| 3Y | +862.4% | +26.6% | +835.9% | +759.3% |
| 5Y | +812.9% | +38.2% | +774.8% | +666.8% |
| 10Y | +1,094.7% | +194.7% | +900.0% | +600.2% |
| All | +1,094.7% | +189.2% | +905.5% | +600.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling