+45.0%
REPL vs TMF
-82.5%
+127.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.4% | +5.4% | +0.6% |
| 7D | +9.8% | -8.2% | +18.0% | +9.1% |
| 30D | +81.5% | +5.3% | +76.2% | +82.3% |
| 3M | +44.2% | -8.5% | +52.7% | +43.3% |
| 6M | +437.4% | -17.2% | +454.6% | +431.7% |
| YTD | +126.1% | -23.4% | +149.5% | +122.8% |
| 1Y | +143.1% | -30.2% | +173.4% | +138.0% |
| 3Y | +97.8% | -32.9% | +130.8% | +97.7% |
| 5Y | -34.3% | -88.5% | +54.3% | -51.1% |
| All | +45.0% | -82.5% | +127.5% | +26.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling