+21.3%
TFC vs REPL
+125.1%
-103.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.8% | +3.0% |
| 7D | +5.1% | +28.8% | -23.8% | +5.2% |
| 30D | +9.8% | +57.3% | -47.5% | +10.1% |
| 3M | -2.4% | +73.6% | -76.0% | -2.1% |
| 6M | +4.9% | +582.8% | -577.9% | +6.5% |
| YTD | +6.6% | +112.9% | -106.3% | +7.0% |
| 1Y | +21.3% | +130.7% | -109.3% | +20.5% |
| All | +21.3% | +125.1% | -103.8% | +20.5% |
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