+248.6%
TPR vs REPL
+39.1%
+209.4%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.0% | -0.5% | +2.3% |
| 7D | +12.7% | +14.2% | -1.5% | +11.7% |
| 30D | +17.1% | +65.9% | -48.8% | +13.3% |
| 3M | -15.9% | +84.6% | -100.5% | -19.3% |
| 6M | +2.6% | +446.9% | -444.3% | -13.1% |
| YTD | +7.5% | +129.0% | -121.5% | -7.5% |
| 1Y | +32.9% | +167.9% | -134.9% | +12.7% |
| 3Y | +413.8% | +93.9% | +319.9% | +244.0% |
| 5Y | +263.9% | -33.0% | +296.8% | +177.8% |
| All | +248.6% | +39.1% | +209.4% | +82.7% |
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