-6.2%
TLT vs REPL
+147.5%
-153.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.4% | +6.5% | 0.0% |
| 7D | -1.0% | +5.3% | -6.3% | -1.0% |
| 30D | +3.7% | +66.6% | -63.0% | +3.8% |
| 3M | -0.8% | +59.6% | -60.3% | -0.7% |
| 6M | -3.6% | +482.4% | -485.9% | -3.5% |
| YTD | -3.9% | +124.1% | -128.0% | -3.2% |
| 1Y | -6.2% | +138.6% | -144.8% | -5.9% |
| All | -6.2% | +147.5% | -153.7% | -5.9% |
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 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