-35.1%
REPL vs TMF
-88.0%
+52.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.2% | +8.2% | +8.0% |
| 7D | +22.8% | +1.2% | +21.6% | +22.7% |
| 30D | +63.8% | +19.7% | +44.0% | +62.5% |
| 3M | +68.1% | -2.1% | +70.2% | +68.2% |
| 6M | +528.5% | -13.4% | +541.9% | +532.8% |
| YTD | +122.4% | -16.7% | +139.2% | +124.3% |
| 1Y | +154.4% | -23.3% | +177.7% | +157.8% |
| 3Y | +68.0% | -24.8% | +92.8% | +69.7% |
| All | -35.1% | -88.0% | +52.8% | -41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling