+61.8%
TEVA vs REPL
-19.2%
+81.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.4% | +4.5% | +2.2% |
| 7D | +2.0% | -14.1% | +16.1% | +2.8% |
| 30D | +1.0% | -15.2% | +16.2% | +1.7% |
| 3M | +7.3% | +49.9% | -42.6% | +2.6% |
| 6M | +21.7% | +63.5% | -41.8% | +9.7% |
| YTD | +18.8% | +32.9% | -14.1% | +8.2% |
| 1Y | +86.5% | +115.0% | -28.5% | +58.1% |
| 3Y | +269.4% | -34.7% | +304.1% | +198.6% |
| 5Y | +303.6% | -59.7% | +363.2% | +234.4% |
| All | +61.8% | -19.2% | +81.0% | +9.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling