+564.4%
TT vs REPL
+45.5%
+518.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.6% | -4.5% | 0.0% |
| 7D | +0.8% | +12.7% | -11.9% | +0.5% |
| 30D | -11.8% | +73.5% | -85.2% | -13.0% |
| 3M | -11.6% | +70.3% | -81.9% | -12.8% |
| 6M | -9.3% | +472.0% | -481.3% | -14.9% |
| YTD | +8.9% | +139.5% | -130.6% | +2.9% |
| 1Y | -2.2% | +167.3% | -169.5% | -8.0% |
| 3Y | +91.9% | +109.5% | -17.7% | +63.1% |
| 5Y | +136.0% | -29.9% | +165.9% | +116.0% |
| All | +564.4% | +45.5% | +518.9% | +407.2% |
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