-10.9%
TRI vs RBA
+36.6%
-47.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.1% |
| 7D | -14.4% | -3.3% | -11.1% | -13.6% |
| 30D | -8.1% | -9.8% | +1.7% | -5.6% |
| 3M | +17.5% | -23.5% | +41.0% | +26.2% |
| 6M | -5.0% | -21.5% | +16.6% | +1.3% |
| YTD | -24.7% | -21.2% | -3.5% | -19.9% |
| 1Y | -41.5% | -30.2% | -11.3% | -36.2% |
| 3Y | -20.3% | +25.3% | -45.7% | -23.2% |
| 5Y | -10.9% | +35.1% | -46.0% | -17.4% |
| All | -10.9% | +36.6% | -47.5% | -17.4% |
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