-4.7%
REPL vs TCOM
-6.7%
+2.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.1% | -1.3% |
| 7D | -9.6% | -10.2% | +0.6% | -7.1% |
| 30D | +5.7% | -16.8% | +22.5% | +10.6% |
| 3M | +56.4% | -16.7% | +73.1% | +62.8% |
| 6M | +67.4% | -27.1% | +94.5% | +79.3% |
| YTD | +48.7% | -45.5% | +94.2% | +70.3% |
| 1Y | +148.3% | -45.9% | +194.2% | +183.8% |
| 3Y | -26.7% | +9.8% | -36.4% | -36.1% |
| 5Y | -54.1% | +23.8% | -77.9% | -64.8% |
| All | -4.7% | -6.7% | +2.0% | -30.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling