+25.4%
TMO vs REPL
+125.1%
-99.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | +0.3% | +28.8% | -28.5% | +0.8% |
| 30D | +4.3% | +57.3% | -53.0% | +5.3% |
| 3M | +25.1% | +73.6% | -48.4% | +26.6% |
| 6M | +52.9% | +582.8% | -529.9% | +63.6% |
| YTD | +22.2% | +112.9% | -90.7% | +29.8% |
| 1Y | +25.4% | +130.7% | -105.3% | +31.6% |
| All | +25.4% | +125.1% | -99.8% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling