Greg Pomerantz 328855a926 Fund report: 11 candidates + 13 shortlist funds, self-contained HTML ...

fundlab/report.py -> reports/fund_report.html (20 MB, plotly inlined,
opens offline). Per fund: max-history equity curve (fund vs fitted
reference vs IVV); performance table (full/5y/1y, the 5 market
episodes, calendar years) with the fund-minus-reference period-alpha
column; drivers (reference-model R²/alpha/t + 34-sleeve signature +
curated decomposition verdict and N-PORT cross-check notes); the
reference mix explained sleeve-by-sleeve (what each exposure actually
is, plus net-cash/net-levered read); tax character + taxable/IRA
placement; and a peer table of the 4 best funds in the same k=30
return-driver cluster with computed advantages/disadvantages.

Weak-fit (R²<0.5) funds anchor their tables to CASH rather than the
statistically-thin forward-selected mix (which can be an offsetting
VIX/duration spec combination whose path is meaningless); the loadings
are still shown with a 'weak fit' caveat.

2026-08-30 17:00:41 -04:00

19 MiB

Raw Blame History

The file is too large to be shown. View Raw