+420.4%
TTMI vs RBA
+225.5%
+194.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.5% | -4.2% |
| 7D | -11.5% | +3.2% | -14.7% | -12.3% |
| 30D | -40.3% | +12.0% | -52.3% | -42.6% |
| 3M | -44.5% | +2.9% | -47.4% | -45.5% |
| 6M | -54.1% | -6.3% | -47.8% | -54.1% |
| YTD | +4.7% | -5.9% | +10.6% | +4.1% |
| 1Y | +3.3% | -3.9% | +7.2% | +2.3% |
| 3Y | +407.2% | +64.9% | +342.3% | +315.1% |
| 5Y | +406.5% | +48.5% | +358.1% | +316.4% |
| 10Y | +420.4% | +211.8% | +208.6% | +191.3% |
| All | +420.4% | +225.5% | +194.9% | +191.3% |
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