-34.5%
TLT vs REPL
-35.0%
+0.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.9% |
| 3M | -2.7% | +44.1% | -46.8% | -2.8% |
| 6M | -4.1% | +313.0% | -317.2% | -4.6% |
| YTD | -5.4% | +125.2% | -130.6% | -5.8% |
| 1Y | -7.0% | +143.8% | -150.8% | -7.5% |
| 3Y | +2.8% | +104.2% | -101.4% | +0.5% |
| All | -34.5% | -35.0% | +0.4% | -38.0% |
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