-13.9%
TSN vs REPL
-33.0%
+19.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.6% | +0.3% |
| 7D | +4.9% | +14.2% | -9.3% | +4.9% |
| 30D | +12.1% | +65.9% | -53.8% | +12.2% |
| 3M | +4.1% | +84.6% | -80.5% | +4.3% |
| 6M | -10.9% | +446.9% | -457.8% | -11.2% |
| YTD | +4.8% | +129.0% | -124.2% | +4.4% |
| 1Y | +17.6% | +167.9% | -150.2% | +17.1% |
| 3Y | +43.2% | +93.9% | -50.7% | +38.4% |
| 5Y | -13.9% | -33.0% | +19.1% | -15.0% |
| All | -13.9% | -33.0% | +19.1% | -15.0% |
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