+44.4%
REPL vs TKO
+163.1%
-118.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | +1.2% | +2.3% | -1.1% | +0.7% |
| 30D | +92.2% | +13.4% | +78.8% | +87.1% |
| 3M | +44.1% | -1.7% | +45.8% | +44.5% |
| 6M | +313.0% | +7.2% | +305.8% | +304.0% |
| YTD | +125.2% | -5.4% | +130.6% | +126.2% |
| 1Y | +143.8% | +8.7% | +135.1% | +137.2% |
| 3Y | +104.2% | +150.4% | -46.2% | +60.3% |
| 5Y | -34.5% | +276.6% | -311.2% | -56.4% |
| All | +44.4% | +163.1% | -118.7% | 0.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling