+185.1%
TMUS vs REPL
+25.1%
+159.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.1% | +1.0% |
| 7D | +9.0% | +15.1% | -6.1% | +8.7% |
| 30D | -3.2% | +51.1% | -54.3% | -4.1% |
| 3M | -6.9% | +69.2% | -76.1% | -8.0% |
| 6M | -16.4% | +597.6% | -614.0% | -21.8% |
| YTD | -19.6% | +106.0% | -125.6% | -23.4% |
| 1Y | -19.9% | +133.3% | -153.2% | -24.0% |
| 3Y | +14.5% | +41.0% | -26.5% | +1.1% |
| 5Y | +37.7% | -40.1% | +77.8% | +26.4% |
| All | +185.1% | +25.1% | +159.9% | +112.6% |
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