+236.4%
TSM vs REPL
-35.6%
+272.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +8.0% | -1.7% | +6.1% |
| 7D | -7.6% | +22.8% | -30.3% | -8.1% |
| 30D | -20.5% | +63.8% | -84.3% | -21.7% |
| 3M | -10.0% | +68.1% | -78.1% | -11.5% |
| 6M | -10.1% | +528.5% | -538.5% | -17.2% |
| YTD | +24.5% | +122.4% | -97.9% | +16.3% |
| 1Y | +31.2% | +154.4% | -123.2% | +21.7% |
| 3Y | +322.0% | +68.0% | +254.0% | +253.4% |
| All | +236.4% | -35.6% | +272.0% | +244.9% |
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