-22.7%
TGT vs REPL
-53.9%
+31.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -1.0% |
| 7D | -0.6% | -5.7% | +5.1% | -0.6% |
| 30D | +9.5% | +22.5% | -12.9% | +9.2% |
| 3M | +32.3% | +64.7% | -32.4% | +30.4% |
| 6M | +37.0% | +83.0% | -46.0% | +32.1% |
| YTD | +71.0% | +52.0% | +19.1% | +65.4% |
| 1Y | +85.0% | +144.5% | -59.5% | +74.8% |
| 3Y | +46.8% | -25.1% | +71.9% | +39.2% |
| 5Y | -22.7% | -52.9% | +30.1% | -28.9% |
| All | -22.7% | -53.9% | +31.2% | -28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling