+25.8%
TMO vs REPL
+161.1%
-135.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.9% | -0.8% |
| 7D | -1.4% | -3.0% | +1.6% | -1.4% |
| 30D | +6.2% | +27.1% | -20.9% | +6.7% |
| 3M | +27.5% | +52.4% | -24.9% | +29.1% |
| 6M | +20.0% | +107.4% | -87.5% | +25.3% |
| YTD | +6.1% | +54.7% | -48.6% | +10.6% |
| 1Y | +25.8% | +158.9% | -133.0% | +31.2% |
| All | +25.8% | +161.1% | -135.3% | +31.2% |
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