+117.8%
TNA vs REPL
-25.4%
+143.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -1.2% |
| 7D | +4.1% | -5.7% | +9.8% | +4.3% |
| 30D | -7.6% | +22.5% | -30.1% | -8.4% |
| 3M | +8.1% | +64.7% | -56.6% | +4.2% |
| 6M | +49.0% | +83.0% | -34.0% | +36.4% |
| YTD | +51.7% | +52.0% | -0.2% | +40.1% |
| 1Y | +59.6% | +144.5% | -84.9% | +37.7% |
| All | +117.8% | -25.4% | +143.2% | +70.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling