v2.4.0

A breaking release with a single theme: tracking_error() now computes the tracking
error as the CFA curriculum defines it. The previous default mixed two measures the
curriculum deliberately keeps apart — how far a fund lags its benchmark (tracking
difference) and how unstable that lag is (tracking error) — so the same symbols over
the same period return a different number after this upgrade. See
examples/02 index funds perfomance.ipynb
for the index-fund comparison workflow these methods serve. The release also fixes a
stale Portfolio.assets_weights mapping.

Changed

• Breaking. tracking_error() now returns the sample standard deviation of the
  return differences around their mean (Bessel's correction), annualized by
  sqrt(12) — the tracking error as defined by the CFA curriculum (CFA Level II,
  2019, V6, eq. 8; CFA Level I, 2025, V9 Portfolio Management, footnote 3). The
  previous default was the uncentered root-mean-square of the differences, which
  folded the systematic lag behind the benchmark (the tracking difference) into the
  result: TE_rms² = (N-1)/N · TE_std² + mean(d)². The same symbols over the same
  period therefore return a different number than in 2.3.1 and earlier — usually
  lower, since the lag term drops out, though marginally higher for a fund whose lag
  is smaller than TE_std / sqrt(N), where the uncentered formula's division by N
  instead of N-1 dominates. Affects helpers.Index.tracking_error,
  AssetList.tracking_error and Portfolio.tracking_error (#97).

Removed

• Breaking. The method parameter of helpers.Index.tracking_error,
  AssetList.tracking_error and Portfolio.tracking_error. Tracking error now has a
  single definition, so method="rms" and method="std" (both added in 2.2.2) are
  gone — passing method= raises TypeError. Code that asked for method="std"
  keeps its values by simply dropping the argument; code that relied on the "rms"
  values has to compute them itself, as the mixture of tracking difference and
  tracking error that it is.

Fixed

• Portfolio.assets_weights (the symbol → weight mapping) was built once in the
  constructor and never refreshed by the weights setter, so after
  pf.weights = [...] the public attribute kept reporting the weights the
  portfolio was created with. It is now rebuilt whenever weights is assigned.
• requirements.txt capped arch < 8.0.0 and statsmodels < 0.15.0 while
  pyproject.toml had dropped both upper bounds, so the file forbade the very
  versions the release is tested against (arch 8.0.0). It mirrors the
  pyproject.toml constraints again.