+89.0%
TXN vs RBA
+47.4%
+41.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.2% |
| 7D | -0.5% | +0.6% | -1.1% | -0.7% |
| 30D | +10.5% | +9.0% | +1.5% | +7.6% |
| 3M | +10.7% | +7.2% | +3.5% | +8.1% |
| 6M | +5.1% | -7.8% | +12.8% | +6.7% |
| YTD | +82.5% | -6.4% | +88.8% | +83.3% |
| 1Y | +98.2% | -4.2% | +102.4% | +97.6% |
| 3Y | +128.4% | +64.1% | +64.3% | +95.5% |
| 5Y | +89.0% | +48.4% | +40.6% | +69.2% |
| All | +89.0% | +47.4% | +41.7% | +69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling