+143.8%
REPL vs TW
+21.1%
+122.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.4% |
| 7D | +1.2% | +3.9% | -2.7% | +1.4% |
| 30D | +92.2% | +19.9% | +72.3% | +93.6% |
| 3M | +44.1% | +25.9% | +18.2% | +45.6% |
| 6M | +313.0% | +21.1% | +291.9% | +293.6% |
| YTD | +125.2% | +23.9% | +101.3% | +110.0% |
| 1Y | +143.8% | +21.2% | +122.5% | +126.3% |
| All | +143.8% | +21.1% | +122.7% | +126.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling