-45.3%
TE vs REPL
+144.6%
-189.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -3.0% |
| 7D | -19.1% | +1.2% | -20.3% | -19.1% |
| 30D | -34.1% | +92.2% | -126.3% | -34.4% |
| 3M | -60.1% | +44.1% | -104.2% | -60.3% |
| 6M | -66.0% | +313.0% | -379.0% | -64.8% |
| YTD | -71.4% | +125.2% | -196.6% | -71.5% |
| 1Y | -45.3% | +143.8% | -189.0% | -47.6% |
| All | -45.3% | +144.6% | -189.9% | -47.6% |
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