+84.4%
TSM vs REPL
+161.1%
-76.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.5% | +2.9% |
| 7D | +2.7% | -3.0% | +5.7% | +2.7% |
| 30D | +3.6% | +27.1% | -23.5% | +3.4% |
| 3M | -3.4% | +52.4% | -55.8% | -3.9% |
| 6M | +20.6% | +107.4% | -86.8% | +18.3% |
| YTD | +41.9% | +54.7% | -12.9% | +39.6% |
| 1Y | +84.4% | +158.9% | -74.5% | +79.5% |
| All | +84.4% | +161.1% | -76.7% | +79.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling