+1,137.5%
TSM vs REPL
-6.0%
+1,143.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.5% | +2.9% |
| 7D | +2.7% | -3.0% | +5.7% | +2.9% |
| 30D | +3.6% | +27.1% | -23.5% | +2.3% |
| 3M | -3.4% | +52.4% | -55.8% | -7.2% |
| 6M | +20.6% | +107.4% | -86.8% | +8.3% |
| YTD | +41.9% | +54.7% | -12.9% | +29.4% |
| 1Y | +84.4% | +158.9% | -74.5% | +57.5% |
| 3Y | +380.2% | -23.7% | +404.0% | +295.2% |
| 5Y | +275.3% | -54.3% | +329.7% | +216.2% |
| All | +1,137.5% | -6.0% | +1,143.5% | +766.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling