+153.9%
TRV vs REPL
-53.9%
+207.8%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -1.0% |
| 7D | +0.5% | -5.7% | +6.2% | +0.5% |
| 30D | -4.9% | +22.5% | -27.3% | -4.9% |
| 3M | +23.7% | +64.7% | -40.9% | +23.8% |
| 6M | +20.3% | +83.0% | -62.7% | +20.1% |
| YTD | +27.1% | +52.0% | -24.9% | +26.9% |
| 1Y | +35.3% | +144.5% | -109.2% | +34.5% |
| 3Y | +139.8% | -25.1% | +164.9% | +137.8% |
| 5Y | +153.9% | -52.9% | +206.7% | +153.3% |
| All | +153.9% | -53.9% | +207.8% | +153.3% |
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