+143.3%
TRU vs RBA
+195.3%
-52.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | +0.3% |
| 7D | -9.4% | -3.3% | -6.1% | -8.2% |
| 30D | -4.1% | -9.8% | +5.7% | -0.2% |
| 3M | +13.6% | -23.5% | +37.0% | +25.3% |
| 6M | +3.6% | -21.5% | +25.1% | +13.0% |
| YTD | -9.8% | -21.2% | +11.3% | -2.2% |
| 1Y | -13.6% | -30.2% | +16.6% | -1.9% |
| 3Y | -2.0% | +25.3% | -27.3% | -11.2% |
| 5Y | -35.8% | +35.1% | -70.9% | -44.9% |
| All | +143.3% | +195.3% | -52.0% | +53.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling