-19.5%
TRI vs REPL
-27.0%
+7.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.9% |
| 7D | -8.4% | -9.6% | +1.2% | -8.4% |
| 30D | -6.5% | +5.7% | -12.2% | -6.4% |
| 3M | +18.6% | +56.4% | -37.8% | +18.9% |
| 6M | -10.4% | +67.4% | -77.9% | -10.0% |
| YTD | -23.7% | +48.7% | -72.4% | -23.3% |
| 1Y | -42.5% | +148.3% | -190.7% | -42.6% |
| All | -19.5% | -27.0% | +7.5% | -22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling