+145.8%
TRV vs REPL
+96.7%
+49.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.4% | +6.1% | -0.3% |
| 7D | -2.4% | +5.3% | -7.7% | -2.4% |
| 30D | +7.5% | +66.6% | -59.2% | +7.7% |
| 3M | +6.7% | +59.6% | -52.8% | +6.9% |
| 6M | +35.5% | +482.4% | -446.9% | +36.2% |
| YTD | +39.3% | +124.1% | -84.8% | +40.0% |
| 1Y | +41.8% | +138.6% | -96.8% | +42.6% |
| All | +145.8% | +96.7% | +49.1% | +144.5% |
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