+130.7%
REPL vs TKO
+5.6%
+125.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.4% | -3.2% | -0.5% |
| 7D | +28.8% | +11.3% | +17.6% | +26.1% |
| 30D | +57.3% | +9.3% | +48.1% | +54.4% |
| 3M | +73.6% | +5.3% | +68.3% | +71.2% |
| 6M | +582.8% | +4.9% | +578.0% | +579.0% |
| YTD | +112.9% | -6.3% | +119.2% | +113.2% |
| 1Y | +130.7% | +4.9% | +125.7% | +124.4% |
| All | +130.7% | +5.6% | +125.0% | +124.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 1y: compounded portfolio wealth divided by compounded TKO 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…
1y analysis · Full analysis span regression · 6 months rolling