-25.1%
REPL vs TCOM
+13.4%
-38.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.7% |
| 7D | -5.7% | -7.6% | +1.9% | -5.3% |
| 30D | +22.5% | -12.2% | +34.7% | +23.5% |
| 3M | +64.7% | -14.2% | +78.9% | +66.2% |
| 6M | +83.0% | -25.0% | +108.0% | +85.6% |
| YTD | +52.0% | -43.7% | +95.6% | +55.2% |
| 1Y | +144.5% | -44.5% | +189.1% | +148.9% |
| 3Y | -25.1% | +13.4% | -38.5% | -31.3% |
| All | -25.1% | +13.4% | -38.5% | -31.3% |
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