+184.2%
TD vs REPL
-9.7%
+193.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.0% | -1.1% |
| 7D | -1.9% | -9.6% | +7.7% | -1.7% |
| 30D | -1.6% | +5.7% | -7.3% | -1.8% |
| 3M | +4.6% | +56.4% | -51.8% | +2.3% |
| 6M | +26.8% | +67.4% | -40.6% | +20.6% |
| YTD | +28.3% | +48.7% | -20.3% | +22.3% |
| 1Y | +60.4% | +148.3% | -87.8% | +47.5% |
| 3Y | +125.7% | -26.7% | +152.4% | +102.9% |
| 5Y | +122.4% | -54.1% | +176.5% | +102.4% |
| All | +184.2% | -9.7% | +193.8% | +115.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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