+2.8%
TLT vs REPL
+97.7%
-94.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | -3.1% | +1.2% | -4.3% | -3.1% |
| 30D | +1.0% | +92.2% | -91.1% | +1.0% |
| 3M | -2.7% | +44.1% | -46.8% | -2.7% |
| 6M | -4.1% | +313.0% | -317.2% | -4.2% |
| YTD | -5.4% | +125.2% | -130.6% | -5.4% |
| 1Y | -7.0% | +143.8% | -150.8% | -7.1% |
| 3Y | +2.8% | +104.2% | -101.4% | +1.4% |
| All | +2.8% | +97.7% | -94.9% | +1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling