+138.7%
TRV vs REPL
-27.0%
+165.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.3% |
| 7D | +0.2% | -9.6% | +9.8% | +0.2% |
| 30D | -2.3% | +5.7% | -8.0% | -2.3% |
| 3M | +22.7% | +56.4% | -33.7% | +23.0% |
| 6M | +21.9% | +67.4% | -45.5% | +22.4% |
| YTD | +27.5% | +48.7% | -21.2% | +27.9% |
| 1Y | +36.2% | +148.3% | -112.0% | +36.5% |
| All | +138.7% | -27.0% | +165.8% | +133.2% |
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 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