-1.4%
TLT vs REPL
+161.1%
-162.5%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.2% |
| 7D | -0.4% | -3.0% | +2.5% | -0.4% |
| 30D | -0.6% | +27.1% | -27.7% | -0.6% |
| 3M | -2.7% | +52.4% | -55.1% | -2.7% |
| 6M | -5.6% | +107.4% | -113.1% | -6.1% |
| YTD | -2.8% | +54.7% | -57.5% | -3.0% |
| 1Y | -1.4% | +158.9% | -160.3% | -2.3% |
| All | -1.4% | +161.1% | -162.5% | -2.3% |
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