-50.0%
TE vs REPL
-12.7%
-37.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.8% | -2.9% |
| 7D | +15.0% | -9.6% | +24.6% | +15.6% |
| 30D | -7.5% | +5.7% | -13.2% | -7.9% |
| 3M | -42.0% | +56.4% | -98.3% | -44.5% |
| 6M | -31.4% | +67.4% | -98.9% | -38.1% |
| YTD | -26.5% | +48.7% | -75.2% | -33.4% |
| 1Y | +153.1% | +148.3% | +4.8% | +112.5% |
| 3Y | -20.7% | -26.7% | +6.0% | -36.5% |
| 5Y | -45.4% | -54.1% | +8.7% | -56.4% |
| All | -50.0% | -12.7% | -37.3% | -60.1% |
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 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