REBALANCE, LLC

Rebalance, LLC is a registered investment advisory firm headquartered in Palo Alto, California, operating at the intersection of technology-enabled wealth management and evidence-based investing principles. The firm files quarterly 13F disclosures with the SEC under CIK #1811052, providing visibility into its institutional equity positioning. Founded with a mission to bring institutional-quality investment management to individual investors, Rebalance emphasizes low-cost, diversified portfolios constructed using passive investment principles. Co-founded by Mitch Tuchman and Scott Puritz, both serving as Managing Directors, the firm emerged from Silicon Valley's innovation ecosystem with a philosophy that challenges traditional active management paradigms. The firm has engaged prominent investment advisors including Jay Vivian, former Managing Director of IBM's Retirement Funds who oversaw one of the nation's largest corporate pension plans, bringing institutional pension management expertise to individual investor portfolios. The Palo Alto location reflects the firm's technology-forward orientation and proximity to Silicon Valley's concentration of tech industry professionals—a natural client base for evidence-based investment approaches. Rebalance positions itself as an alternative to high-fee active management, emphasizing that cost reduction and disciplined rebalancing drive long-term wealth accumulation more reliably than security selection or market timing.

Rebalance employs a strategic asset allocation approach grounded in modern portfolio theory and evidence-based investing principles. The firm's philosophy reflects research suggesting that asset allocation drives the majority of portfolio returns, while security selection and market timing add costs without reliably contributing value. Analysis of the firm's 13F Portfolio Composition reveals positioning consistent with diversified, index-oriented investing. Holdings typically emphasize broad market exposure through low-cost vehicles rather than concentrated individual security positions. This construction reflects the firm's conviction that capturing market returns efficiently—rather than attempting to beat markets—produces superior long-term outcomes for most investors. The investment methodology prioritizes several core principles: - Cost minimization: Reducing expense ratios and transaction costs that compound negatively over time - Broad diversification: Spreading risk across asset classes, sectors, and geographies - Disciplined rebalancing: Systematically maintaining target allocations through market cycles - Tax efficiency: Managing portfolio activity to minimize tax drag on returns Sector Allocation History reflects the diversified approach, with exposure distributed across market sectors in proportions approximating broad market capitalization weights rather than concentrated sector bets. Very low turnover underscores the buy-and-hold orientation, with trading limited primarily to rebalancing activities that maintain strategic allocation targets. This approach specifically targets retirees and pre-retirees seeking institutional-quality portfolio management without the fees traditionally associated with comprehensive wealth advice.

Rebalance represents a Silicon Valley-based RIA bringing institutional portfolio management principles to individual investors through technology-enabled service delivery. Under the leadership of co-founders Mitch Tuchman and Scott Puritz, with guidance from institutional pension veteran Jay Vivian, the firm has built a practice centered on evidence-based investing and cost efficiency. The 13F filing history enables analysis of the firm's index-oriented approach and disciplined rebalancing methodology. Key observable characteristics include broad diversification, very low turnover consistent with passive philosophy, and sector allocation approximating market-cap-weighted benchmarks. Platform users analyzing Rebalance should recognize that the Historical Track Record derived from 13F holdings reflects diversified market exposure rather than active security selection. Alpha Generation vs S&P 500 analysis may show limited deviation from benchmark returns—an expected outcome for strategies designed to capture market returns efficiently rather than generate excess returns through active management. Sharpe Ratio and risk-adjusted metrics provide context for evaluating whether the low-cost, diversified approach delivers efficient market exposure. The Simulated Growth Chart enables visualization of how broad market participation has compounded, facilitating comparison against fee-adjusted active alternatives. Given Rebalance's emphasis on evidence-based investing and disciplined rebalancing, how has the portfolio's adherence to strategic allocation targets contributed to risk-adjusted outcomes through varying market regimes, and what patterns emerge regarding rebalancing frequency and its impact on long-term compounding?

Rebalance's strategic asset allocation approach produces risk characteristics designed to approximate broad market exposure with controlled volatility appropriate for the firm's retirement-focused client base. The passive orientation accepts market risk in exchange for reliable participation in long-term market appreciation. The Volatility Profile of disclosed holdings reflects diversified construction that typically tracks moderate risk levels relative to concentrated or factor-tilted alternatives. By maintaining broad market exposure rather than concentrated positions, the portfolio construction limits idiosyncratic risk while accepting systematic market exposure. Max Drawdown Depth analysis through historical examination reveals exposure to broad market corrections inherent in equity investing. The diversified approach does not eliminate drawdown risk but aims to avoid the amplified declines that concentrated or leveraged strategies may experience. The firm's communication emphasizes investor behavior management—maintaining discipline through volatility rather than reactive selling—as essential to long-term success. The Downside Capture Ratio for index-oriented strategies typically approximates 100%, as diversified passive portfolios participate fully in both market advances and declines. This characteristic differs from active strategies that may exhibit varying capture ratios based on positioning. Risk management for retirement-focused clients extends beyond portfolio volatility to include sequence-of-returns risk, longevity risk, and behavioral risks that threaten wealth preservation during distribution phases.