-24.5%
TNA vs REPL
-19.2%
-5.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.4% |
| 7D | -7.3% | -14.1% | +6.8% | -5.3% |
| 30D | -14.2% | -15.2% | +1.1% | -12.3% |
| 3M | -4.6% | +49.9% | -54.4% | -17.3% |
| 6M | +36.9% | +63.5% | -26.6% | -2.7% |
| YTD | +42.5% | +32.9% | +9.6% | +4.3% |
| 1Y | +45.8% | +115.0% | -69.2% | -14.8% |
| 3Y | +104.7% | -34.7% | +139.4% | -1.7% |
| 5Y | -21.7% | -59.7% | +38.0% | -56.5% |
| All | -24.5% | -19.2% | -5.2% | -76.3% |
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