+261.5%
TPR vs REPL
-29.4%
+290.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.6% | -4.9% | -0.5% |
| 7D | +12.1% | +12.7% | -0.7% | +11.7% |
| 30D | +16.7% | +73.5% | -56.8% | +14.8% |
| 3M | -17.4% | +70.3% | -87.7% | -18.7% |
| 6M | +2.3% | +472.0% | -469.7% | -5.4% |
| YTD | +7.1% | +139.5% | -132.4% | 0.0% |
| 1Y | +29.5% | +167.3% | -137.8% | +20.2% |
| 3Y | +415.0% | +109.5% | +305.5% | +308.4% |
| 5Y | +261.5% | -29.9% | +291.4% | +251.6% |
| All | +261.5% | -29.4% | +290.9% | +251.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling