+265.7%
TSM vs REPL
-35.0%
+300.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.7% |
| 7D | +6.2% | +1.2% | +5.0% | +6.1% |
| 30D | -7.3% | +92.2% | -99.5% | -9.1% |
| 3M | -7.1% | +44.1% | -51.2% | -8.3% |
| 6M | +0.2% | +313.0% | -312.8% | -6.0% |
| YTD | +32.2% | +125.2% | -93.0% | +23.4% |
| 1Y | +42.8% | +143.8% | -101.0% | +32.8% |
| 3Y | +330.4% | +104.2% | +226.2% | +251.3% |
| All | +265.7% | -35.0% | +300.7% | +273.8% |
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