+273.1%
TSM vs REPL
-54.3%
+327.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.5% | +2.9% |
| 7D | +2.7% | -3.0% | +5.7% | +2.8% |
| 30D | +3.6% | +27.1% | -23.5% | +2.8% |
| 3M | -3.4% | +52.4% | -55.8% | -5.8% |
| 6M | +20.6% | +107.4% | -86.8% | +12.6% |
| YTD | +41.9% | +54.7% | -12.9% | +33.9% |
| 1Y | +84.4% | +158.9% | -74.5% | +66.3% |
| 3Y | +380.2% | -23.7% | +404.0% | +333.9% |
| All | +273.1% | -54.3% | +327.4% | +261.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling