+149.3%
TNA vs REPL
+96.7%
+52.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -6.4% | +9.1% | +2.9% |
| 7D | -2.1% | +5.3% | -7.4% | -2.4% |
| 30D | +3.1% | +66.6% | -63.5% | +0.9% |
| 3M | -20.2% | +59.6% | -79.7% | -21.8% |
| 6M | -10.0% | +482.4% | -492.4% | -19.5% |
| YTD | +30.3% | +124.1% | -93.7% | +18.8% |
| 1Y | +31.1% | +138.6% | -107.4% | +18.9% |
| All | +149.3% | +96.7% | +52.5% | +78.9% |
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