+27.4%
TECH vs REPL
+175.2%
-147.7%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.6% | -4.6% | +0.1% |
| 7D | +0.2% | +12.7% | -12.5% | +0.6% |
| 30D | +0.5% | +73.5% | -73.0% | +2.5% |
| 3M | +1.1% | +70.3% | -69.2% | +3.1% |
| 6M | +51.0% | +472.0% | -421.0% | +69.2% |
| YTD | +24.4% | +139.5% | -115.2% | +43.7% |
| 1Y | +27.4% | +167.3% | -139.8% | +41.4% |
| All | +27.4% | +175.2% | -147.7% | +41.4% |
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 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