+205.6%
TMUS vs REPL
+36.1%
+169.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.4% | +8.3% | +1.9% |
| 7D | +8.2% | +5.3% | +2.9% | +8.0% |
| 30D | +13.4% | +66.6% | -53.3% | +12.1% |
| 3M | -3.0% | +59.6% | -62.6% | -4.1% |
| 6M | -8.8% | +482.4% | -491.1% | -14.1% |
| YTD | -13.8% | +124.1% | -137.9% | -18.0% |
| 1Y | -17.1% | +138.6% | -155.6% | -21.3% |
| 3Y | +22.7% | +96.0% | -73.4% | +6.1% |
| 5Y | +52.8% | -35.4% | +88.2% | +40.2% |
| All | +205.6% | +36.1% | +169.5% | +127.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling