+130.7%
REPL vs TMF
-23.9%
+154.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | +0.7% |
| 7D | +28.8% | +4.0% | +24.9% | +29.9% |
| 30D | +57.3% | +19.5% | +37.9% | +63.2% |
| 3M | +73.6% | -3.5% | +77.1% | +72.2% |
| 6M | +582.8% | -10.6% | +593.4% | +589.1% |
| YTD | +112.9% | -17.1% | +129.9% | +117.6% |
| 1Y | +130.7% | -24.3% | +154.9% | +150.7% |
| All | +130.7% | -23.9% | +154.5% | +150.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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