+138.6%
REPL vs TAP
-11.8%
+150.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.7% | -5.7% | -6.7% |
| 7D | +5.3% | -8.0% | +13.3% | +2.5% |
| 30D | +66.6% | +4.1% | +62.6% | +69.7% |
| 3M | +59.6% | -4.4% | +63.9% | +57.2% |
| 6M | +482.4% | -1.9% | +484.3% | +494.9% |
| YTD | +124.1% | -12.1% | +136.1% | +144.7% |
| 1Y | +138.6% | -12.0% | +150.6% | +160.5% |
| All | +138.6% | -11.8% | +150.4% | +160.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling