-27.0%
REPL vs TKO
+103.5%
-130.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -2.0% |
| 7D | -9.6% | +0.7% | -10.3% | -9.6% |
| 30D | +5.7% | +0.9% | +4.8% | +5.6% |
| 3M | +56.4% | -6.2% | +62.6% | +57.6% |
| 6M | +67.4% | -5.6% | +73.1% | +68.5% |
| YTD | +48.7% | -7.8% | +56.5% | +49.6% |
| 1Y | +148.3% | -1.2% | +149.5% | +148.6% |
| All | -27.0% | +103.5% | -130.5% | -33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling