-40.1%
REPL vs TMF
-87.8%
+47.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.3% |
| 7D | +15.1% | +2.7% | +12.4% | +15.0% |
| 30D | +51.1% | +19.3% | +31.8% | +50.0% |
| 3M | +69.2% | -3.7% | +72.9% | +69.4% |
| 6M | +597.6% | -11.3% | +608.9% | +601.3% |
| YTD | +106.0% | -16.6% | +122.6% | +107.7% |
| 1Y | +133.3% | -21.1% | +154.5% | +136.1% |
| 3Y | +41.0% | -26.8% | +67.8% | +42.7% |
| 5Y | -40.1% | -88.0% | +47.9% | -46.1% |
| All | -40.1% | -87.8% | +47.7% | -46.1% |
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 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