+33.9%
TER vs REPL
+163.1%
-129.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +3.0% | +9.8% | +12.7% |
| 7D | -5.8% | +14.2% | -20.0% | -5.9% |
| 30D | -38.9% | +65.9% | -104.8% | -39.4% |
| 3M | -35.1% | +84.6% | -119.7% | -35.7% |
| 6M | -31.6% | +446.9% | -478.5% | -33.1% |
| YTD | +27.2% | +129.0% | -101.8% | +20.1% |
| All | +33.9% | +163.1% | -129.2% | +14.7% |
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 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