-1.4%
TEAM vs REPL
+144.6%
-145.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | -2.4% | +1.2% | -3.6% | -2.4% |
| 30D | -26.7% | +92.2% | -118.9% | -27.2% |
| 3M | -9.6% | +44.1% | -53.7% | -10.0% |
| 6M | +86.0% | +313.0% | -227.0% | +73.9% |
| YTD | -7.5% | +125.2% | -132.7% | -1.6% |
| 1Y | -1.4% | +143.8% | -145.1% | +4.7% |
| All | -1.4% | +144.6% | -145.9% | +4.7% |
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 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