-13.5%
TLT vs REPL
+39.1%
-52.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -2.9% | +0.1% |
| 7D | +0.3% | +14.2% | -13.9% | +0.3% |
| 30D | +5.1% | +65.9% | -60.8% | +5.4% |
| 3M | -0.2% | +84.6% | -84.8% | +0.1% |
| 6M | -2.9% | +446.9% | -449.8% | -1.8% |
| YTD | -2.7% | +129.0% | -131.7% | -1.7% |
| 1Y | -4.6% | +167.9% | -172.5% | -3.5% |
| 3Y | +6.1% | +93.9% | -87.8% | +8.7% |
| 5Y | -35.1% | -33.0% | -2.2% | -34.6% |
| All | -13.5% | +39.1% | -52.6% | -6.4% |
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