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ENH: redo tearsheet #7

@oronimbus

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@oronimbus

Planning on redoing the tearsheet and updating some of the components:

  • move computations into separate classes
  • add risk free rate for ratios and add flexibility to excess return (relative to market)
  • add average time-under-water, outperformance, Calmar/Sortino/Treynor
  • add standard errors where applicable
  • if benchmark is selected, add significance test a la Ledoit & Wolf (2008)
  • visualisations using matplotlib

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