+168.3%
TRI vs REPL
-19.2%
+187.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +1.8% |
| 7D | -7.9% | -14.1% | +6.2% | -7.7% |
| 30D | -4.5% | -15.2% | +10.7% | -4.3% |
| 3M | +22.1% | +49.9% | -27.8% | +20.2% |
| 6M | -2.8% | +63.5% | -66.3% | -6.3% |
| YTD | -23.4% | +32.9% | -56.3% | -25.8% |
| 1Y | -41.5% | +115.0% | -156.5% | -45.1% |
| 3Y | -19.2% | -34.7% | +15.5% | -25.2% |
| 5Y | -9.4% | -59.7% | +50.2% | -15.5% |
| All | +168.3% | -19.2% | +187.6% | +114.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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