+233.0%
TRU vs RBA
+310.5%
-77.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | 0.0% | +1.7% | -1.7% | -0.6% |
| 30D | +21.3% | +8.3% | +13.0% | +17.8% |
| 3M | +0.2% | +10.5% | -10.3% | -3.5% |
| 6M | +22.4% | -5.9% | +28.2% | +24.2% |
| YTD | -4.8% | -6.9% | +2.0% | -3.5% |
| 1Y | -0.2% | -4.9% | +4.7% | +0.5% |
| 3Y | +57.9% | +64.5% | -6.5% | +32.0% |
| 5Y | -26.1% | +46.1% | -72.2% | -37.5% |
| 10Y | +184.8% | +208.2% | -23.4% | +86.3% |
| All | +233.0% | +310.5% | -77.5% | +108.4% |
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 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