+212.9%
TPR vs REPL
-6.0%
+218.9%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.1% |
| 7D | -2.3% | -3.0% | +0.7% | -2.1% |
| 30D | -23.0% | +27.1% | -50.1% | -24.2% |
| 3M | -12.5% | +52.4% | -64.9% | -17.1% |
| 6M | -21.4% | +107.4% | -128.9% | -32.0% |
| YTD | -3.5% | +54.7% | -58.2% | -14.8% |
| 1Y | +17.4% | +158.9% | -141.5% | -5.6% |
| 3Y | +291.3% | -23.7% | +315.0% | +194.6% |
| 5Y | +241.9% | -54.3% | +296.3% | +167.4% |
| All | +212.9% | -6.0% | +218.9% | +68.4% |
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