-19.9%
TEM vs REPL
+136.7%
-156.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.5% |
| 7D | +3.2% | -5.7% | +9.0% | +3.3% |
| 30D | +23.5% | +22.5% | +1.0% | +23.2% |
| 3M | +32.3% | +64.7% | -32.3% | +31.3% |
| 6M | +23.0% | +83.0% | -60.0% | +19.7% |
| YTD | +8.9% | +52.0% | -43.1% | +6.4% |
| 1Y | -19.9% | +144.5% | -164.4% | -24.9% |
| All | -19.9% | +136.7% | -156.6% | -24.9% |
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