-53.0%
REPL vs TW
+23.1%
-76.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.5% | -2.0% |
| 7D | -3.0% | -2.3% | -0.6% | -2.1% |
| 30D | +27.1% | +3.9% | +23.2% | +24.9% |
| 3M | +52.4% | +5.7% | +46.7% | +46.7% |
| 6M | +107.4% | -14.5% | +122.0% | +113.0% |
| YTD | +54.7% | -0.9% | +55.6% | +46.0% |
| 1Y | +158.9% | -13.5% | +172.4% | +164.3% |
| 3Y | -23.7% | +25.0% | -48.7% | -30.1% |
| All | -53.0% | +23.1% | -76.1% | -60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling