+12.8%
TEAM vs REPL
+161.1%
-148.3%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -2.6% |
| 7D | -0.4% | -3.0% | +2.5% | -0.4% |
| 30D | +67.3% | +27.1% | +40.2% | +66.4% |
| 3M | +86.8% | +52.4% | +34.4% | +82.8% |
| 6M | +146.8% | +107.4% | +39.4% | +138.0% |
| YTD | +16.9% | +54.7% | -37.8% | +13.6% |
| 1Y | +12.8% | +158.9% | -146.1% | +6.1% |
| All | +12.8% | +161.1% | -148.3% | +6.1% |
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