+344.9%
TRV vs RBA
+204.3%
+140.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.3% |
| 7D | +0.1% | -0.5% | +0.6% | +0.2% |
| 30D | +8.0% | +6.8% | +1.2% | +6.4% |
| 3M | +9.3% | +9.5% | -0.2% | +6.9% |
| 6M | +36.2% | -8.2% | +44.4% | +37.6% |
| YTD | +40.6% | -7.7% | +48.3% | +41.0% |
| 1Y | +43.1% | -6.9% | +50.0% | +43.1% |
| 3Y | +149.6% | +61.6% | +88.0% | +118.0% |
| 5Y | +181.6% | +44.7% | +136.9% | +146.8% |
| All | +344.9% | +204.3% | +140.6% | +189.1% |
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