+130.7%
REPL vs TCOM
-39.6%
+170.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -0.8% |
| 7D | +28.8% | +10.7% | +18.1% | +25.1% |
| 30D | +57.3% | +10.1% | +47.3% | +52.6% |
| 3M | +73.6% | -8.9% | +82.4% | +78.6% |
| 6M | +582.8% | -19.2% | +602.0% | +623.1% |
| YTD | +112.9% | -40.6% | +153.5% | +139.5% |
| 1Y | +130.7% | -39.0% | +169.7% | +157.7% |
| All | +130.7% | -39.6% | +170.3% | +157.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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