+43.5%
TSM vs REPL
+147.5%
-104.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -6.4% | +10.7% | +4.3% |
| 7D | +4.4% | +5.3% | -0.8% | +4.4% |
| 30D | -7.0% | +66.6% | -73.6% | -7.3% |
| 3M | -1.8% | +59.6% | -61.4% | -2.1% |
| 6M | +2.7% | +482.4% | -479.7% | +2.3% |
| YTD | +37.1% | +124.1% | -87.0% | +29.0% |
| 1Y | +43.5% | +138.6% | -95.1% | +33.1% |
| All | +43.5% | +147.5% | -104.0% | +33.1% |
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