-7.1%
TT vs REPL
+152.6%
-159.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.0% | -5.6% | +2.3% |
| 7D | -2.0% | +22.8% | -24.8% | -2.1% |
| 30D | -14.0% | +63.8% | -77.8% | -14.2% |
| 3M | -15.9% | +68.1% | -84.0% | -16.1% |
| 6M | -17.3% | +528.5% | -545.8% | -17.0% |
| YTD | +4.0% | +122.4% | -118.5% | -0.2% |
| 1Y | -7.1% | +154.4% | -161.5% | -12.9% |
| All | -7.1% | +152.6% | -159.7% | -12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling