-38.4%
TRI vs RBA
-26.5%
-11.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.8% | -5.6% |
| 7D | -0.5% | -2.9% | +2.4% | +0.7% |
| 30D | +7.9% | -12.3% | +20.2% | +13.9% |
| 3M | +24.1% | -20.5% | +44.6% | +37.8% |
| 6M | +3.8% | -18.5% | +22.4% | +14.4% |
| YTD | -16.9% | -18.2% | +1.4% | -9.3% |
| 1Y | -38.4% | -27.5% | -10.9% | -29.7% |
| All | -38.4% | -26.5% | -11.8% | -29.7% |
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