+88.9%
TEM vs REPL
+129.3%
-40.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +8.0% | 0.0% | +7.7% |
| 7D | +5.3% | +22.8% | -17.5% | +4.6% |
| 30D | +8.1% | +63.8% | -55.7% | +6.3% |
| 3M | +64.9% | +68.1% | -3.2% | +61.7% |
| 6M | +42.1% | +528.5% | -486.3% | +27.9% |
| YTD | +28.8% | +122.4% | -93.6% | +18.6% |
| 1Y | +5.5% | +154.4% | -148.9% | -3.7% |
| All | +88.9% | +129.3% | -40.3% | +35.7% |
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 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