+249.2%
TRV vs REPL
-17.3%
+266.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.4% | +8.9% | +0.7% |
| 7D | -1.5% | -13.4% | +11.9% | -1.2% |
| 30D | -1.8% | -3.0% | +1.2% | -1.8% |
| 3M | +21.6% | +56.3% | -34.7% | +19.6% |
| 6M | +22.5% | +60.9% | -38.4% | +17.9% |
| YTD | +28.1% | +36.2% | -8.1% | +23.8% |
| 1Y | +37.0% | +121.0% | -84.0% | +28.6% |
| 3Y | +141.9% | -32.8% | +174.7% | +122.9% |
| 5Y | +158.5% | -58.7% | +217.2% | +141.9% |
| All | +249.2% | -17.3% | +266.5% | +181.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling