+33.0%
TSM vs REPL
+163.1%
-130.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.0% | +0.6% | +3.5% |
| 7D | -2.5% | +14.2% | -16.7% | -2.6% |
| 30D | -14.3% | +65.9% | -80.1% | -14.5% |
| 3M | -7.2% | +84.6% | -91.8% | -7.5% |
| 6M | -5.1% | +446.9% | -452.1% | -5.4% |
| YTD | +28.9% | +129.0% | -100.1% | +20.8% |
| All | +33.0% | +163.1% | -130.1% | +20.4% |
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 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