-4.7%
REPL vs TRU
+6.4%
-11.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.0% |
| 7D | -9.6% | -6.5% | -3.1% | -8.1% |
| 30D | +5.7% | -2.5% | +8.2% | +6.1% |
| 3M | +56.4% | +10.4% | +46.0% | +46.6% |
| 6M | +67.4% | +1.6% | +65.8% | +53.9% |
| YTD | +48.7% | -9.7% | +58.4% | +41.1% |
| 1Y | +148.3% | -17.3% | +165.5% | +141.7% |
| 3Y | -26.7% | -1.8% | -24.9% | -38.8% |
| 5Y | -54.1% | -36.2% | -17.9% | -51.0% |
| All | -4.7% | +6.4% | -11.1% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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