+19.5%
TTMI vs RBA
-16.5%
+36.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.3% | +8.5% | +8.8% |
| 7D | +5.9% | -2.9% | +8.8% | +6.3% |
| 30D | -4.3% | -12.3% | +8.0% | -1.5% |
| 3M | -32.0% | -20.5% | -11.5% | -32.5% |
| 6M | +19.5% | -18.5% | +38.0% | +13.7% |
| All | +19.5% | -16.5% | +36.0% | +13.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling