+127.9%
TT vs REPL
-35.6%
+163.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -14.3% |
| 3M | -15.9% | +68.1% | -84.0% | -16.2% |
| 6M | -17.3% | +528.5% | -545.8% | -18.5% |
| YTD | +4.0% | +122.4% | -118.5% | +2.7% |
| 1Y | -7.1% | +154.4% | -161.5% | -8.3% |
| 3Y | +90.2% | +68.0% | +22.3% | +82.5% |
| All | +127.9% | -35.6% | +163.5% | +126.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling