+14.0%
TE vs REPL
+85.9%
-71.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.0% | -4.5% | +3.2% |
| 7D | -12.6% | +22.8% | -35.4% | -13.2% |
| 30D | -36.7% | +63.8% | -100.5% | -37.7% |
| 3M | -57.5% | +68.1% | -125.6% | -58.2% |
| 6M | -55.2% | +528.5% | -583.7% | -58.3% |
| YTD | -64.7% | +122.4% | -187.1% | -66.6% |
| 1Y | -35.9% | +154.4% | -190.2% | -39.7% |
| All | +14.0% | +85.9% | -71.9% | -5.3% |
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