-12.7%
REPL vs TKO
+154.3%
-166.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -0.8% | -7.6% | -8.2% |
| 7D | -13.4% | +0.1% | -13.5% | -13.5% |
| 30D | -3.0% | -2.6% | -0.4% | -2.6% |
| 3M | +56.3% | -7.8% | +64.1% | +58.3% |
| 6M | +60.9% | -7.0% | +67.9% | +63.1% |
| YTD | +36.2% | -8.5% | +44.8% | +37.8% |
| 1Y | +121.0% | -1.3% | +122.3% | +119.3% |
| 3Y | -32.8% | +105.0% | -137.8% | -45.0% |
| 5Y | -58.7% | +292.9% | -351.6% | -72.9% |
| All | -12.7% | +154.3% | -166.9% | -39.1% |
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