-53.8%
TEAM vs REPL
-53.9%
+0.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.8% | -5.1% | -6.9% |
| 7D | -5.7% | -5.7% | +0.1% | -5.4% |
| 30D | +18.3% | +22.5% | -4.1% | +17.0% |
| 3M | +80.2% | +64.7% | +15.6% | +70.5% |
| 6M | +111.0% | +83.0% | +28.0% | +89.0% |
| YTD | +8.8% | +52.0% | -43.1% | -1.5% |
| 1Y | +2.2% | +144.5% | -142.4% | -13.9% |
| 3Y | -14.6% | -25.1% | +10.5% | -28.1% |
| 5Y | -53.8% | -52.9% | -0.9% | -63.4% |
| All | -53.8% | -53.9% | +0.1% | -63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling