+249.7%
TRV vs REPL
-6.0%
+255.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.3% |
| 7D | -0.1% | -3.0% | +2.8% | -0.1% |
| 30D | -3.4% | +27.1% | -30.6% | -3.9% |
| 3M | +26.4% | +52.4% | -26.0% | +24.4% |
| 6M | +19.3% | +107.4% | -88.2% | +14.2% |
| YTD | +28.3% | +54.7% | -26.4% | +23.7% |
| 1Y | +34.3% | +158.9% | -124.6% | +25.6% |
| 3Y | +140.1% | -23.7% | +163.9% | +120.8% |
| 5Y | +155.7% | -54.3% | +210.1% | +139.3% |
| All | +249.7% | -6.0% | +255.7% | +181.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling