-21.2%
TMUS vs REPL
+125.1%
-146.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.1% |
| 7D | +7.5% | +28.8% | -21.3% | +7.7% |
| 30D | -3.3% | +57.3% | -60.7% | -3.0% |
| 3M | -9.7% | +73.6% | -83.2% | -9.2% |
| 6M | -17.2% | +582.8% | -600.0% | -15.8% |
| YTD | -20.3% | +112.9% | -133.2% | -16.8% |
| 1Y | -21.2% | +130.7% | -151.9% | -18.0% |
| All | -21.2% | +125.1% | -146.3% | -18.0% |
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