+45.8%
TNA vs REPL
+119.0%
-73.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.1% |
| 7D | -7.3% | -14.1% | +6.8% | -7.2% |
| 30D | -14.2% | -15.2% | +1.1% | -14.1% |
| 3M | -4.6% | +49.9% | -54.4% | -4.6% |
| 6M | +36.9% | +63.5% | -26.6% | +35.8% |
| YTD | +42.5% | +32.9% | +9.6% | +41.9% |
| 1Y | +45.8% | +115.0% | -69.2% | +39.5% |
| All | +45.8% | +119.0% | -73.2% | +39.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling