-34.4%
TNA vs REPL
+37.4%
-71.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.9% | -5.8% | -5.0% |
| 7D | +7.7% | +9.8% | -2.1% | +6.2% |
| 30D | -0.7% | +81.5% | -82.2% | -9.3% |
| 3M | -25.4% | +44.2% | -69.6% | -29.7% |
| 6M | -11.8% | +437.4% | -449.2% | -42.0% |
| YTD | +23.9% | +126.1% | -102.2% | -16.4% |
| 1Y | +25.6% | +143.1% | -117.6% | -16.6% |
| 3Y | +137.1% | +97.8% | +39.3% | -16.2% |
| 5Y | -45.4% | -34.3% | -11.1% | -71.6% |
| All | -34.4% | +37.4% | -71.7% | -81.0% |
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 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