+3.3%
TTMI vs RBA
-3.8%
+7.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.5% | -4.1% |
| 7D | -11.5% | +3.2% | -14.7% | -11.5% |
| 30D | -40.3% | +12.0% | -52.3% | -40.3% |
| 3M | -44.5% | +2.9% | -47.4% | -43.1% |
| 6M | -54.1% | -6.3% | -47.8% | -53.6% |
| YTD | +4.7% | -5.9% | +10.6% | -7.0% |
| 1Y | +3.3% | -3.9% | +7.2% | -9.7% |
| All | +3.3% | -3.8% | +7.1% | -9.7% |
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