+27.5%
TECH vs REPL
+163.1%
-135.7%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.9% | +0.2% |
| 7D | +0.2% | +14.2% | -14.0% | +0.7% |
| 30D | +0.5% | +65.9% | -65.4% | +2.4% |
| 3M | +0.9% | +84.6% | -83.7% | +3.2% |
| 6M | +51.0% | +446.9% | -395.9% | +69.0% |
| YTD | +24.4% | +129.0% | -104.6% | +43.5% |
| All | +27.5% | +163.1% | -135.7% | +41.2% |
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