+68.0%
REPL vs TMF
-25.3%
+93.3%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.2% | +8.2% | +8.0% |
| 7D | +22.8% | +1.2% | +21.6% | +22.8% |
| 30D | +63.8% | +19.7% | +44.0% | +64.0% |
| 3M | +68.1% | -2.1% | +70.2% | +68.2% |
| 6M | +528.5% | -13.4% | +541.9% | +532.3% |
| YTD | +122.4% | -16.7% | +139.2% | +124.2% |
| 1Y | +154.4% | -23.3% | +177.7% | +157.4% |
| 3Y | +68.0% | -24.8% | +92.8% | +119.5% |
| All | +68.0% | -25.3% | +93.3% | +119.5% |
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 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