+149.0%
REPL vs TAP
-15.5%
+164.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.5% | -1.7% |
| 7D | -3.0% | -2.3% | -0.7% | -4.5% |
| 30D | +27.1% | -2.1% | +29.3% | +25.8% |
| 3M | +52.4% | +6.6% | +45.8% | +61.3% |
| 6M | +107.4% | -11.5% | +118.9% | +102.9% |
| YTD | +54.7% | -10.3% | +65.0% | +62.1% |
| All | +149.0% | -15.5% | +164.5% | +127.4% |
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