-65.5%
TTD vs REPL
+163.1%
-228.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +3.0% | +12.5% | +15.5% |
| 7D | +19.0% | +14.2% | +4.8% | +19.1% |
| 30D | +23.6% | +65.9% | -42.3% | +24.3% |
| 3M | +8.2% | +84.6% | -76.4% | +9.0% |
| 6M | -35.3% | +446.9% | -482.2% | -33.0% |
| YTD | -60.7% | +129.0% | -189.7% | -56.9% |
| All | -65.5% | +163.1% | -228.6% | -63.4% |
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