+128.2%
TEAM vs REPL
+39.1%
+89.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.0% | -2.2% | +0.6% |
| 7D | -17.2% | +14.2% | -31.4% | -17.9% |
| 30D | -25.1% | +65.9% | -91.0% | -27.6% |
| 3M | +3.9% | +84.6% | -80.7% | -0.5% |
| 6M | +69.1% | +446.9% | -377.8% | +42.5% |
| YTD | -4.5% | +129.0% | -133.5% | -18.1% |
| 1Y | -1.9% | +167.9% | -169.7% | -17.0% |
| 3Y | -9.3% | +93.9% | -103.2% | -38.5% |
| 5Y | -65.2% | -33.0% | -32.2% | -73.3% |
| All | +128.2% | +39.1% | +89.1% | +45.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling