+18.0%
TSN vs REPL
+39.1%
-21.1%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.6% | +0.3% |
| 7D | +4.9% | +14.2% | -9.3% | +4.7% |
| 30D | +12.1% | +65.9% | -53.8% | +11.3% |
| 3M | +4.1% | +84.6% | -80.5% | +3.3% |
| 6M | -10.9% | +446.9% | -457.8% | -14.3% |
| YTD | +4.8% | +129.0% | -124.2% | +1.2% |
| 1Y | +17.6% | +167.9% | -150.2% | +13.1% |
| 3Y | +43.2% | +93.9% | -50.7% | +29.1% |
| 5Y | -13.9% | -33.0% | +19.1% | -19.1% |
| All | +18.0% | +39.1% | -21.1% | +1.2% |
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