+43.4%
TDG vs REPL
+97.7%
-54.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.2% |
| 7D | +1.7% | +1.2% | +0.4% | +1.7% |
| 30D | +9.7% | +92.2% | -82.5% | +9.2% |
| 3M | -2.3% | +44.1% | -46.4% | -2.6% |
| 6M | +1.3% | +313.0% | -311.7% | -0.1% |
| YTD | -8.5% | +125.2% | -133.7% | -9.7% |
| 1Y | -8.1% | +143.8% | -151.9% | -9.5% |
| 3Y | +43.4% | +104.2% | -60.8% | +38.0% |
| All | +43.4% | +97.7% | -54.4% | +38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling