-18.3%
TE vs REPL
-24.7%
+6.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.8% | +11.8% | +10.0% |
| 7D | +18.2% | -5.7% | +24.0% | +18.4% |
| 30D | -13.5% | +22.5% | -36.0% | -14.1% |
| 3M | -44.6% | +64.7% | -109.2% | -45.9% |
| 6M | -24.7% | +83.0% | -107.7% | -28.6% |
| YTD | -24.3% | +52.0% | -76.2% | -27.7% |
| 1Y | +155.6% | +144.5% | +11.0% | +133.3% |
| 3Y | -18.3% | -25.1% | +6.8% | -29.3% |
| All | -18.3% | -24.7% | +6.4% | -29.3% |
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 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