+33.6%
TER vs REPL
+175.2%
-141.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.6% | -4.8% | -0.3% |
| 7D | -8.9% | +12.7% | -21.6% | -9.0% |
| 30D | -39.1% | +73.5% | -112.5% | -39.6% |
| 3M | -32.8% | +70.3% | -103.1% | -33.3% |
| 6M | -31.7% | +472.0% | -503.7% | -33.3% |
| YTD | +26.9% | +139.5% | -112.6% | +19.7% |
| 1Y | +33.6% | +167.3% | -133.7% | +14.4% |
| All | +33.6% | +175.2% | -141.6% | +14.4% |
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