-25.1%
TGT vs REPL
-29.4%
+4.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.6% | -6.4% | -1.9% |
| 7D | +5.5% | +12.7% | -7.2% | +5.3% |
| 30D | +6.0% | +73.5% | -67.4% | +5.1% |
| 3M | +8.0% | +70.3% | -62.3% | +7.0% |
| 6M | +32.3% | +472.0% | -439.7% | +26.5% |
| YTD | +71.3% | +139.5% | -68.2% | +64.5% |
| 1Y | +86.8% | +167.3% | -80.4% | +78.9% |
| 3Y | +67.9% | +109.5% | -41.7% | +46.1% |
| 5Y | -25.1% | -29.9% | +4.9% | -30.8% |
| All | -25.1% | -29.4% | +4.4% | -30.8% |
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