-5.9%
REPL vs TW
+211.2%
-217.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.1% |
| 7D | -9.6% | -0.5% | -9.1% | -9.4% |
| 30D | +5.7% | -0.6% | +6.3% | +5.7% |
| 3M | +56.4% | +3.4% | +53.0% | +52.6% |
| 6M | +67.4% | -18.4% | +85.9% | +74.6% |
| YTD | +48.7% | -3.9% | +52.6% | +43.9% |
| 1Y | +148.3% | -13.3% | +161.6% | +153.3% |
| 3Y | -26.7% | +20.8% | -47.5% | -32.8% |
| 5Y | -54.1% | +20.3% | -74.4% | -58.9% |
| All | -5.9% | +211.2% | -217.1% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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