-53.0%
REPL vs TAP
+2.2%
-55.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.5% | -1.6% |
| 7D | -3.0% | -2.3% | -0.7% | -3.1% |
| 30D | +27.1% | -2.1% | +29.3% | +27.0% |
| 3M | +52.4% | +6.6% | +45.8% | +52.1% |
| 6M | +107.4% | -11.5% | +118.9% | +110.0% |
| YTD | +54.7% | -10.3% | +65.0% | +56.6% |
| 1Y | +158.9% | -14.4% | +173.3% | +164.1% |
| 3Y | -23.7% | -28.3% | +4.6% | -21.2% |
| All | -53.0% | +2.2% | -55.2% | -58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling