+524.6%
TRI vs RBA
+2,291.6%
-1,767.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.0% | -4.5% | -6.0% |
| 7D | -7.1% | -1.1% | -6.0% | -6.8% |
| 30D | -2.3% | -13.2% | +10.9% | +1.5% |
| 3M | +19.6% | -21.4% | +40.9% | +27.7% |
| 6M | -8.7% | -20.9% | +12.2% | -2.8% |
| YTD | -22.3% | -19.9% | -2.4% | -17.7% |
| 1Y | -40.7% | -28.7% | -12.0% | -35.3% |
| 3Y | -17.8% | +27.4% | -45.2% | -24.2% |
| 5Y | -8.5% | +41.7% | -50.2% | -20.3% |
| 10Y | +192.6% | +189.6% | +3.0% | +100.0% |
| All | +524.6% | +2,291.6% | -1,767.0% | +144.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling