+109.5%
REPL vs TCOM
+32.5%
+77.1%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.6% |
| 7D | +12.7% | +6.5% | +6.2% | +12.2% |
| 30D | +73.5% | +13.3% | +60.2% | +71.8% |
| 3M | +70.3% | -6.5% | +76.8% | +71.0% |
| 6M | +472.0% | -16.3% | +488.3% | +477.2% |
| YTD | +139.5% | -38.7% | +178.2% | +143.9% |
| 1Y | +167.3% | -40.1% | +207.4% | +172.3% |
| 3Y | +109.5% | +30.6% | +78.9% | +78.2% |
| All | +109.5% | +32.5% | +77.1% | +78.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling