+222.2%
TMUS vs REPL
-6.0%
+228.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.8% | -3.4% |
| 7D | +0.1% | -3.0% | +3.1% | +0.1% |
| 30D | +5.3% | +27.1% | -21.9% | +4.7% |
| 3M | +3.1% | +52.4% | -49.2% | +1.3% |
| 6M | -16.5% | +107.4% | -123.9% | -20.5% |
| YTD | -9.2% | +54.7% | -63.9% | -12.8% |
| 1Y | -26.5% | +158.9% | -185.3% | -31.8% |
| 3Y | +39.0% | -23.7% | +62.7% | +26.7% |
| 5Y | +40.4% | -54.3% | +94.7% | +29.5% |
| All | +222.2% | -6.0% | +228.2% | +142.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling