+46.8%
REPL vs TMF
-80.9%
+127.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.9% | +3.0% |
| 7D | +14.2% | +0.6% | +13.6% | +14.3% |
| 30D | +65.9% | +16.3% | +49.6% | +67.9% |
| 3M | +84.6% | -2.7% | +87.3% | +84.3% |
| 6M | +446.9% | -13.2% | +460.1% | +443.4% |
| YTD | +129.0% | -16.7% | +145.7% | +127.1% |
| 1Y | +167.9% | -22.7% | +190.6% | +164.3% |
| 3Y | +93.9% | -26.1% | +120.0% | +95.3% |
| 5Y | -33.0% | -88.4% | +55.5% | -50.8% |
| All | +46.8% | -80.9% | +127.8% | +28.5% |
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