+199.5%
TMUS vs REPL
+39.1%
+160.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.0% | +1.2% | +4.1% |
| 7D | +5.3% | +14.2% | -8.9% | +5.1% |
| 30D | +13.5% | +65.9% | -52.3% | +12.3% |
| 3M | -4.2% | +84.6% | -88.8% | -5.6% |
| 6M | -11.9% | +446.9% | -458.8% | -16.8% |
| YTD | -15.6% | +129.0% | -144.6% | -19.7% |
| 1Y | -16.8% | +167.9% | -184.6% | -21.3% |
| 3Y | +20.8% | +93.9% | -73.1% | +4.7% |
| 5Y | +48.0% | -33.0% | +81.0% | +35.6% |
| All | +199.5% | +39.1% | +160.3% | +122.9% |
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