-9.3%
TDG vs REPL
+161.1%
-170.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.4% |
| 7D | -2.0% | -3.0% | +1.0% | -2.0% |
| 30D | -7.4% | +27.1% | -34.5% | -7.4% |
| 3M | -5.4% | +52.4% | -57.8% | -5.3% |
| 6M | -11.6% | +107.4% | -119.1% | -11.7% |
| YTD | -12.6% | +54.7% | -67.4% | -12.4% |
| 1Y | -9.3% | +158.9% | -168.2% | -10.3% |
| All | -9.3% | +161.1% | -170.5% | -10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling