+166.1%
TGT vs REPL
+36.1%
+130.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.4% | +7.0% | +0.8% |
| 7D | +0.5% | +5.3% | -4.8% | +0.3% |
| 30D | +6.7% | +66.6% | -60.0% | +5.0% |
| 3M | +8.4% | +59.6% | -51.1% | +6.7% |
| 6M | +40.7% | +482.4% | -441.6% | +29.3% |
| YTD | +72.2% | +124.1% | -51.8% | +60.1% |
| 1Y | +86.2% | +138.6% | -52.4% | +72.5% |
| 3Y | +68.8% | +96.0% | -27.2% | +38.4% |
| 5Y | -25.2% | -35.4% | +10.2% | -34.2% |
| All | +166.1% | +36.1% | +130.0% | +94.9% |
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