-72.2%
TTD vs REPL
+161.1%
-233.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.7% | -4.4% |
| 7D | +6.3% | -3.0% | +9.3% | +6.4% |
| 30D | -23.9% | +27.1% | -51.0% | -24.0% |
| 3M | -31.4% | +52.4% | -83.8% | -31.5% |
| 6M | -42.7% | +107.4% | -150.1% | -43.1% |
| YTD | -62.0% | +54.7% | -116.7% | -61.7% |
| 1Y | -72.2% | +158.9% | -231.1% | -73.5% |
| All | -72.2% | +161.1% | -233.3% | -73.5% |
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