-2.0%
TSN vs REPL
+126.3%
-128.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -8.4% | +9.8% | +1.3% |
| 7D | +1.4% | -13.4% | +14.8% | +1.2% |
| 30D | -6.2% | -3.0% | -3.2% | -6.2% |
| 3M | -5.7% | +56.3% | -62.0% | -4.6% |
| 6M | -11.4% | +60.9% | -72.2% | -11.6% |
| YTD | -8.2% | +36.2% | -44.4% | -8.4% |
| 1Y | -2.0% | +121.0% | -123.0% | -2.5% |
| All | -2.0% | +126.3% | -128.3% | -2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling