-53.2%
TE vs REPL
-9.1%
-44.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +3.0% | +1.4% |
| 7D | -4.0% | -3.0% | -1.0% | -3.8% |
| 30D | -15.9% | +27.1% | -43.0% | -17.2% |
| 3M | -60.5% | +52.4% | -112.9% | -62.2% |
| 6M | -35.2% | +107.4% | -142.7% | -42.5% |
| YTD | -31.1% | +54.7% | -85.9% | -37.7% |
| 1Y | +148.6% | +158.9% | -10.2% | +108.4% |
| 3Y | -26.4% | -23.7% | -2.7% | -41.2% |
| 5Y | -48.0% | -54.3% | +6.3% | -58.5% |
| All | -53.2% | -9.1% | -44.0% | -62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling