-9.7%
TRI vs REPL
-53.9%
+44.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.8% |
| 7D | -8.4% | -9.6% | +1.2% | -8.3% |
| 30D | -6.5% | +5.7% | -12.2% | -6.5% |
| 3M | +18.6% | +56.4% | -37.8% | +17.9% |
| 6M | -10.4% | +67.4% | -77.9% | -11.6% |
| YTD | -23.7% | +48.7% | -72.4% | -24.6% |
| 1Y | -42.5% | +148.3% | -190.7% | -44.3% |
| 3Y | -19.3% | -26.7% | +7.4% | -20.9% |
| 5Y | -9.7% | -54.1% | +44.5% | -13.3% |
| All | -9.7% | -53.9% | +44.2% | -13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling