+104.8%
TD vs REPL
-33.0%
+137.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.0% | -1.5% | +1.5% |
| 7D | -0.6% | +14.2% | -14.9% | -0.8% |
| 30D | +7.9% | +65.9% | -57.9% | +7.4% |
| 3M | +3.1% | +84.6% | -81.5% | +2.5% |
| 6M | +17.2% | +446.9% | -429.7% | +14.6% |
| YTD | +34.7% | +129.0% | -94.3% | +32.1% |
| 1Y | +56.9% | +167.9% | -111.0% | +53.4% |
| 3Y | +134.7% | +93.9% | +40.8% | +119.8% |
| 5Y | +104.8% | -33.0% | +137.8% | +102.4% |
| All | +104.8% | -33.0% | +137.8% | +102.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling