+153.8%
REPL vs TW
-13.2%
+167.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.2% | -0.8% |
| 7D | -5.7% | -3.5% | -2.3% | -4.6% |
| 30D | +22.5% | +0.5% | +22.0% | +22.1% |
| 3M | +64.7% | +4.9% | +59.7% | +60.9% |
| 6M | +83.0% | -17.1% | +100.1% | +85.6% |
| YTD | +52.0% | -3.9% | +55.8% | +35.0% |
| All | +153.8% | -13.2% | +167.0% | +213.6% |
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