+243.7%
TPR vs REPL
+25.1%
+218.6%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.2% | +10.3% | +7.3% |
| 7D | +13.9% | +15.1% | -1.3% | +12.9% |
| 30D | +14.9% | +51.1% | -36.2% | +11.9% |
| 3M | -15.4% | +69.2% | -84.6% | -18.4% |
| 6M | -4.5% | +597.6% | -602.0% | -20.9% |
| YTD | +6.0% | +106.0% | -100.0% | -8.2% |
| 1Y | +24.3% | +133.3% | -109.0% | +6.4% |
| 3Y | +412.8% | +41.0% | +371.8% | +257.8% |
| 5Y | +258.4% | -40.1% | +298.6% | +175.8% |
| All | +243.7% | +25.1% | +218.6% | +81.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling