+53.6%
REPL vs TAP
-21.4%
+74.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.5% |
| 7D | +12.7% | -4.5% | +17.3% | +13.8% |
| 30D | +73.5% | +7.5% | +66.0% | +70.0% |
| 3M | +70.3% | -4.9% | +75.2% | +71.5% |
| 6M | +472.0% | -3.5% | +475.5% | +468.0% |
| YTD | +139.5% | -11.4% | +150.9% | +144.0% |
| 1Y | +167.3% | -10.8% | +178.1% | +171.3% |
| 3Y | +109.5% | -24.5% | +134.0% | +111.6% |
| 5Y | -29.9% | +2.5% | -32.4% | -40.4% |
| All | +53.6% | -21.4% | +74.9% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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