-14.8%
REPL vs TDY
+186.0%
-200.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.2% | -3.6% | -3.1% |
| 7D | -14.1% | -1.1% | -13.0% | -13.6% |
| 30D | -15.2% | -12.0% | -3.2% | -9.2% |
| 3M | +49.9% | -3.2% | +53.1% | +52.5% |
| 6M | +63.5% | -7.9% | +71.4% | +65.9% |
| YTD | +32.9% | +18.2% | +14.7% | +15.9% |
| 1Y | +115.0% | +6.7% | +108.3% | +97.6% |
| 3Y | -34.7% | +47.5% | -82.3% | -50.4% |
| 5Y | -59.7% | +39.5% | -99.2% | -68.9% |
| All | -14.8% | +186.0% | -200.8% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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