+901.9%
TTMI vs RBA
+29.1%
+872.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.0% | +5.0% | +3.5% |
| 7D | +12.2% | -1.1% | +13.2% | +12.4% |
| 30D | -5.7% | -13.2% | +7.5% | -2.1% |
| 3M | -27.5% | -21.4% | -6.1% | -23.7% |
| 6M | +47.1% | -20.9% | +68.0% | +54.4% |
| YTD | +87.5% | -19.9% | +107.3% | +94.4% |
| 1Y | +175.2% | -28.7% | +203.9% | +196.5% |
| 3Y | +901.9% | +27.4% | +874.5% | +799.2% |
| All | +901.9% | +29.1% | +872.9% | +799.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling