+337.7%
TSM vs REPL
+98.6%
+239.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -1.9% |
| 7D | +14.8% | +9.8% | +5.0% | +14.7% |
| 30D | -8.9% | +81.5% | -90.4% | -9.8% |
| 3M | -5.3% | +44.2% | -49.5% | -5.9% |
| 6M | +2.6% | +437.4% | -434.8% | -1.5% |
| YTD | +34.5% | +126.1% | -91.6% | +29.5% |
| 1Y | +41.0% | +143.1% | -102.1% | +35.5% |
| All | +337.7% | +98.6% | +239.1% | +297.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling