+32.9%
TTD vs REPL
+35.1%
-2.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.0% | -7.1% | +0.4% |
| 7D | +5.2% | +22.8% | -17.6% | +3.6% |
| 30D | +6.9% | +63.8% | -56.8% | +2.9% |
| 3M | -26.8% | +68.1% | -94.9% | -29.8% |
| 6M | -46.1% | +528.5% | -574.6% | -56.9% |
| YTD | -65.9% | +122.4% | -188.4% | -71.7% |
| 1Y | -71.8% | +154.4% | -226.2% | -77.0% |
| 3Y | -83.3% | +68.0% | -151.3% | -89.7% |
| 5Y | -81.1% | -35.4% | -45.8% | -86.3% |
| All | +32.9% | +35.1% | -2.2% | -41.4% |
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 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