+248.0%
TRV vs REPL
-17.3%
+265.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.4% | +8.6% | +0.3% |
| 7D | -1.8% | -13.4% | +11.6% | -1.6% |
| 30D | -2.1% | -3.0% | +0.9% | -2.1% |
| 3M | +21.2% | +56.3% | -35.2% | +19.1% |
| 6M | +22.0% | +60.9% | -38.8% | +17.5% |
| YTD | +27.7% | +36.2% | -8.5% | +23.4% |
| 1Y | +36.6% | +121.0% | -84.5% | +28.2% |
| 3Y | +141.1% | -32.8% | +173.9% | +122.1% |
| 5Y | +157.6% | -58.7% | +216.3% | +141.0% |
| All | +248.0% | -17.3% | +265.3% | +180.2% |
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 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