+48.3%
TTD vs REPL
-6.0%
+54.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.7% | -4.3% |
| 7D | +6.3% | -3.0% | +9.3% | +6.6% |
| 30D | -23.9% | +27.1% | -51.0% | -25.3% |
| 3M | -31.4% | +52.4% | -83.8% | -35.9% |
| 6M | -42.7% | +107.4% | -150.1% | -52.3% |
| YTD | -62.0% | +54.7% | -116.7% | -67.5% |
| 1Y | -72.2% | +158.9% | -231.1% | -78.8% |
| 3Y | -81.9% | -23.7% | -58.2% | -87.4% |
| 5Y | -81.5% | -54.3% | -27.2% | -86.3% |
| All | +48.3% | -6.0% | +54.3% | -32.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling