+240.2%
TPR vs REPL
+35.1%
+205.1%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.0% | -9.0% | -1.5% |
| 7D | +14.2% | +22.8% | -8.6% | +12.8% |
| 30D | +17.1% | +63.8% | -46.7% | +13.4% |
| 3M | -17.7% | +68.1% | -85.8% | -20.6% |
| 6M | -10.2% | +528.5% | -538.7% | -24.9% |
| YTD | +4.9% | +122.4% | -117.5% | -9.6% |
| 1Y | +36.1% | +154.4% | -118.2% | +15.8% |
| 3Y | +416.5% | +68.0% | +348.5% | +252.5% |
| 5Y | +254.8% | -35.4% | +290.2% | +171.7% |
| All | +240.2% | +35.1% | +205.1% | +78.6% |
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