+1,047.0%
TSM vs REPL
+45.5%
+1,001.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.6% | -2.6% | +1.8% |
| 7D | -2.1% | +12.7% | -14.8% | -2.6% |
| 30D | -12.5% | +73.5% | -86.0% | -14.8% |
| 3M | -5.0% | +70.3% | -75.3% | -7.5% |
| 6M | -3.2% | +472.0% | -475.2% | -14.6% |
| YTD | +31.5% | +139.5% | -108.0% | +17.3% |
| 1Y | +35.7% | +167.3% | -131.6% | +20.2% |
| 3Y | +323.5% | +109.5% | +214.0% | +219.5% |
| 5Y | +263.4% | -29.9% | +293.3% | +200.2% |
| All | +1,047.0% | +45.5% | +1,001.5% | +685.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling