+68.0%
REPL vs TW
+39.9%
+28.0%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.1% | +7.9% | +7.9% |
| 7D | +22.8% | +4.2% | +18.5% | +20.7% |
| 30D | +63.8% | +18.9% | +44.9% | +52.3% |
| 3M | +68.1% | +23.8% | +44.3% | +53.1% |
| 6M | +528.5% | +17.0% | +511.4% | +476.5% |
| YTD | +122.4% | +19.2% | +103.2% | +90.7% |
| 1Y | +154.4% | +20.1% | +134.3% | +116.2% |
| 3Y | +68.0% | +40.5% | +27.5% | +99.2% |
| All | +68.0% | +39.9% | +28.0% | +99.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling