-25.1%
REPL vs TRU
-1.9%
-23.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.0% | -2.1% |
| 7D | -5.7% | -7.2% | +1.5% | -6.6% |
| 30D | +22.5% | -2.8% | +25.3% | +22.2% |
| 3M | +64.7% | +13.0% | +51.6% | +65.5% |
| 6M | +83.0% | +0.7% | +82.3% | +85.0% |
| YTD | +52.0% | -9.0% | +61.0% | +55.5% |
| 1Y | +144.5% | -16.3% | +160.8% | +151.9% |
| 3Y | -25.1% | -1.1% | -24.0% | -26.9% |
| All | -25.1% | -1.9% | -23.2% | -26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling