-64.7%
TE vs REPL
+444.5%
-509.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -6.4% | +9.3% | +3.1% |
| 7D | -22.0% | +5.3% | -27.2% | -22.1% |
| 30D | -33.6% | +66.6% | -100.3% | -34.7% |
| 3M | -61.1% | +59.6% | -120.6% | -61.7% |
| 6M | -64.7% | +482.4% | -547.1% | -61.5% |
| All | -64.7% | +444.5% | -509.2% | -61.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling