-25.8%
TE vs REPL
+125.1%
-151.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.7% | -3.5% |
| 7D | +3.8% | +28.8% | -25.0% | +3.6% |
| 30D | -26.2% | +57.3% | -83.6% | -26.5% |
| 3M | -49.7% | +73.6% | -123.3% | -49.9% |
| 6M | -46.5% | +582.8% | -629.3% | -43.4% |
| YTD | -59.1% | +112.9% | -172.0% | -58.3% |
| 1Y | -25.8% | +130.7% | -156.5% | -31.1% |
| All | -25.8% | +125.1% | -151.0% | -31.1% |
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