+52.1%
TMUS vs REPL
-35.3%
+87.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.7% |
| 7D | +6.5% | +9.8% | -3.3% | +6.5% |
| 30D | +11.3% | +81.5% | -70.2% | +10.9% |
| 3M | -2.9% | +44.2% | -47.1% | -3.1% |
| 6M | -10.5% | +437.4% | -447.9% | -11.9% |
| YTD | -14.4% | +126.1% | -140.5% | -15.4% |
| 1Y | -17.9% | +143.1% | -161.0% | -18.9% |
| 3Y | +21.9% | +97.8% | -76.0% | +15.2% |
| 5Y | +52.1% | -34.3% | +86.4% | +44.3% |
| All | +52.1% | -35.3% | +87.4% | +44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling