-85.1%
TTD vs REPL
-35.0%
-50.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.4% |
| 7D | +21.3% | +1.2% | +20.0% | +21.2% |
| 30D | +28.7% | +92.2% | -63.5% | +24.9% |
| 3M | +7.7% | +44.1% | -36.4% | +5.6% |
| 6M | -23.5% | +313.0% | -336.5% | -31.4% |
| YTD | -58.7% | +125.2% | -183.9% | -63.0% |
| 1Y | -63.4% | +143.8% | -207.2% | -67.5% |
| 3Y | -75.3% | +104.2% | -179.5% | -83.8% |
| All | -85.1% | -35.0% | -50.1% | -86.6% |
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