+154.5%
TRV vs RBA
+39.8%
+114.7%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +0.2% | -1.9% | +2.1% | +0.4% |
| 30D | -2.3% | -13.0% | +10.6% | -0.6% |
| 3M | +22.7% | -23.1% | +45.8% | +26.5% |
| 6M | +21.9% | -22.6% | +44.5% | +25.5% |
| YTD | +27.5% | -20.4% | +47.9% | +30.3% |
| 1Y | +36.2% | -29.6% | +65.8% | +41.7% |
| 3Y | +140.6% | +26.6% | +114.0% | +132.5% |
| 5Y | +154.5% | +38.2% | +116.3% | +142.1% |
| All | +154.5% | +39.8% | +114.7% | +142.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling