+1,696.0%
TRV vs RBA
+4,097.8%
-2,401.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -2.4% | +0.6% | -3.0% | -2.5% |
| 30D | +7.5% | +9.0% | -1.5% | +5.4% |
| 3M | +6.7% | +7.2% | -0.4% | +4.9% |
| 6M | +35.5% | -7.8% | +43.2% | +36.8% |
| YTD | +39.3% | -6.4% | +45.6% | +39.4% |
| 1Y | +41.8% | -4.2% | +46.0% | +41.1% |
| 3Y | +147.3% | +64.1% | +83.2% | +117.0% |
| 5Y | +178.3% | +48.4% | +129.9% | +143.5% |
| 10Y | +348.3% | +209.9% | +138.4% | +220.5% |
| All | +1,696.0% | +4,097.8% | -2,401.8% | +667.5% |
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