-24.2%
REPL vs TMF
-42.2%
+18.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.6% |
| 7D | -3.0% | -1.4% | -1.5% | -3.0% |
| 30D | +27.1% | -2.8% | +30.0% | +27.1% |
| 3M | +52.4% | -10.9% | +63.3% | +53.1% |
| 6M | +107.4% | -21.3% | +128.8% | +109.8% |
| YTD | +54.7% | -15.9% | +70.6% | +55.9% |
| 1Y | +158.9% | -15.7% | +174.6% | +162.9% |
| All | -24.2% | -42.2% | +18.1% | -17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling