-54.9%
REPL vs TDY
+34.0%
-88.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.5% | -1.5% |
| 7D | -9.6% | -1.8% | -7.7% | -8.8% |
| 30D | +5.7% | -13.8% | +19.5% | +12.7% |
| 3M | +56.4% | -3.9% | +60.3% | +59.5% |
| 6M | +67.4% | -9.0% | +76.4% | +70.7% |
| YTD | +48.7% | +16.5% | +32.1% | +32.1% |
| 1Y | +148.3% | +9.3% | +139.0% | +127.2% |
| 3Y | -26.7% | +45.1% | -71.8% | -42.3% |
| All | -54.9% | +34.0% | -88.9% | -63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling