+15.1%
TEAM vs REPL
+125.1%
-110.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -13.7% | +28.8% | -42.6% | -14.0% |
| 30D | -3.4% | +57.3% | -60.8% | -4.0% |
| 3M | +72.1% | +73.6% | -1.4% | +70.6% |
| 6M | +103.8% | +582.8% | -479.0% | +95.8% |
| YTD | +17.1% | +112.9% | -95.8% | +23.6% |
| 1Y | +15.1% | +130.7% | -115.6% | +18.8% |
| All | +15.1% | +125.1% | -110.1% | +18.8% |
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