+42.6%
REPL vs TAP
-20.7%
+63.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -4.5% | +12.5% | +9.0% |
| 7D | +22.8% | +0.5% | +22.2% | +22.5% |
| 30D | +63.8% | +9.1% | +54.6% | +59.8% |
| 3M | +68.1% | -3.8% | +71.9% | +68.6% |
| 6M | +528.5% | -3.4% | +531.9% | +523.7% |
| YTD | +122.4% | -10.6% | +133.1% | +126.1% |
| 1Y | +154.4% | -4.4% | +158.8% | +152.6% |
| 3Y | +68.0% | -24.4% | +92.4% | +69.8% |
| 5Y | -35.4% | +2.1% | -37.5% | -44.8% |
| All | +42.6% | -20.7% | +63.3% | +29.7% |
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