+293.8%
TRV vs RBA
+195.3%
+98.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.7% |
| 7D | -1.5% | -3.3% | +1.8% | -0.8% |
| 30D | -1.8% | -9.8% | +8.0% | +0.3% |
| 3M | +21.6% | -23.5% | +45.0% | +28.0% |
| 6M | +22.5% | -21.5% | +44.0% | +28.0% |
| YTD | +28.1% | -21.2% | +49.3% | +33.2% |
| 1Y | +37.0% | -30.2% | +67.2% | +46.4% |
| 3Y | +141.9% | +25.3% | +116.6% | +123.3% |
| 5Y | +158.5% | +35.1% | +123.4% | +128.0% |
| All | +293.8% | +195.3% | +98.6% | +159.9% |
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