+607.2%
TT vs REPL
-6.0%
+613.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.5% | +0.9% |
| 7D | 0.0% | -3.0% | +3.0% | +0.1% |
| 30D | -7.2% | +27.1% | -34.3% | -7.8% |
| 3M | -3.0% | +52.4% | -55.4% | -5.2% |
| 6M | +1.4% | +107.4% | -106.1% | -3.9% |
| YTD | +15.9% | +54.7% | -38.8% | +10.8% |
| 1Y | +9.4% | +158.9% | -149.4% | +1.1% |
| 3Y | +124.4% | -23.7% | +148.1% | +104.1% |
| 5Y | +138.0% | -54.3% | +192.3% | +120.0% |
| All | +607.2% | -6.0% | +613.2% | +446.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling