+45.0%
REPL vs TAP
-22.2%
+67.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | +9.8% | -6.3% | +16.1% | +11.4% |
| 30D | +81.5% | +2.7% | +78.8% | +79.9% |
| 3M | +44.2% | -3.7% | +48.0% | +44.8% |
| 6M | +437.4% | -2.0% | +439.4% | +430.7% |
| YTD | +126.1% | -12.3% | +138.5% | +131.0% |
| 1Y | +143.1% | -10.1% | +153.2% | +146.0% |
| 3Y | +97.8% | -25.3% | +123.1% | +100.3% |
| 5Y | -34.3% | -1.9% | -32.3% | -43.0% |
| All | +45.0% | -22.2% | +67.2% | +32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling