+121.0%
REPL vs TKO
-2.5%
+123.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -0.8% | -7.6% | -8.3% |
| 7D | -13.4% | +0.1% | -13.5% | -13.4% |
| 30D | -3.0% | -2.6% | -0.4% | -2.7% |
| 3M | +56.3% | -7.8% | +64.1% | +59.9% |
| 6M | +60.9% | -7.0% | +67.9% | +61.2% |
| YTD | +36.2% | -8.5% | +44.8% | +36.6% |
| 1Y | +121.0% | -1.3% | +122.3% | +132.2% |
| All | +121.0% | -2.5% | +123.5% | +132.2% |
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