+239.2%
TPR vs REPL
+36.8%
+202.4%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -0.3% | +1.2% | -1.5% | -0.4% |
| 30D | +15.1% | +92.2% | -77.1% | +10.5% |
| 3M | +3.5% | +44.1% | -40.6% | +0.9% |
| 6M | +0.4% | +313.0% | -312.6% | -12.9% |
| YTD | +4.6% | +125.2% | -120.6% | -9.9% |
| 1Y | +33.1% | +143.8% | -110.7% | +13.7% |
| 3Y | +396.0% | +104.2% | +291.8% | +228.3% |
| 5Y | +230.3% | -34.5% | +264.8% | +152.7% |
| All | +239.2% | +36.8% | +202.4% | +78.0% |
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