+129.1%
TT vs REPL
-22.6%
+151.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.6% |
| 7D | -0.2% | -3.0% | +2.7% | -0.3% |
| 30D | -7.4% | +27.1% | -34.5% | -7.2% |
| 3M | -3.2% | +52.4% | -55.6% | -3.1% |
| 6M | +1.1% | +107.4% | -106.3% | +2.9% |
| YTD | +15.6% | +54.7% | -39.1% | +17.3% |
| 1Y | +9.2% | +158.9% | -149.7% | +12.2% |
| All | +129.1% | -22.6% | +151.7% | +156.1% |
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