-0.8%
REPL vs TDY
+189.3%
-190.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.9% |
| 7D | -3.0% | -1.8% | -1.1% | -2.0% |
| 30D | +27.1% | -10.7% | +37.8% | +35.1% |
| 3M | +52.4% | -1.3% | +53.7% | +53.6% |
| 6M | +107.4% | -10.6% | +118.0% | +114.2% |
| YTD | +54.7% | +19.6% | +35.2% | +34.1% |
| 1Y | +158.9% | +11.6% | +147.2% | +131.7% |
| 3Y | -23.7% | +45.2% | -68.9% | -41.5% |
| 5Y | -54.3% | +36.1% | -90.4% | -64.2% |
| All | -0.8% | +189.3% | -190.1% | -51.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling