+152.9%
TGT vs REPL
-17.3%
+170.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.4% | +7.2% | -0.9% |
| 7D | -5.0% | -13.4% | +8.4% | -4.7% |
| 30D | +3.0% | -3.0% | +6.0% | +3.1% |
| 3M | +22.6% | +56.3% | -33.7% | +19.3% |
| 6M | +31.2% | +60.9% | -29.7% | +23.4% |
| YTD | +63.7% | +36.2% | +27.5% | +54.6% |
| 1Y | +78.5% | +121.0% | -42.5% | +61.8% |
| 3Y | +40.5% | -32.8% | +73.4% | +23.5% |
| 5Y | -25.6% | -58.7% | +33.1% | -33.8% |
| All | +152.9% | -17.3% | +170.2% | +88.2% |
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