-35.0%
TNA vs REPL
+36.8%
-71.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | +3.7% | +1.2% | +2.5% | +3.5% |
| 30D | +4.4% | +92.2% | -87.8% | -5.4% |
| 3M | -26.7% | +44.1% | -70.8% | -30.9% |
| 6M | -12.8% | +313.0% | -325.8% | -39.4% |
| YTD | +22.7% | +125.2% | -102.5% | -17.2% |
| 1Y | +35.7% | +143.8% | -108.1% | -10.0% |
| 3Y | +134.6% | +104.2% | +30.4% | -18.3% |
| 5Y | -46.0% | -34.5% | -11.4% | -71.9% |
| All | -35.0% | +36.8% | -71.8% | -81.2% |
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