+1,166.6%
TSM vs REPL
-7.7%
+1,174.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.1% | +2.4% |
| 7D | +6.0% | -5.7% | +11.8% | +6.3% |
| 30D | +4.5% | +22.5% | -18.0% | +3.4% |
| 3M | +3.1% | +64.7% | -61.6% | -1.4% |
| 6M | +30.2% | +83.0% | -52.8% | +18.0% |
| YTD | +45.2% | +52.0% | -6.7% | +32.6% |
| 1Y | +79.6% | +144.5% | -65.0% | +54.0% |
| 3Y | +411.0% | -25.1% | +436.0% | +320.8% |
| 5Y | +290.7% | -52.9% | +343.6% | +227.7% |
| All | +1,166.6% | -7.7% | +1,174.3% | +787.4% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling