+85.8%
TT vs REPL
+37.4%
+48.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.2% | -1.2% | -4.4% |
| 7D | -9.0% | +15.1% | -24.1% | -8.9% |
| 30D | -17.6% | +51.1% | -68.7% | -17.4% |
| 3M | -18.7% | +69.2% | -87.9% | -18.3% |
| 6M | -17.4% | +597.6% | -615.0% | -15.1% |
| YTD | +1.5% | +106.0% | -104.4% | +3.4% |
| 1Y | -9.4% | +133.3% | -142.7% | -7.5% |
| All | +85.8% | +37.4% | +48.4% | +96.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling