+10.7%
TTMI vs REPL
+125.1%
-114.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +0.2% | -10.3% | -10.1% |
| 7D | -19.2% | +28.8% | -48.0% | -19.2% |
| 30D | -44.9% | +57.3% | -102.2% | -45.0% |
| 3M | -44.7% | +73.6% | -118.3% | -44.8% |
| 6M | -53.4% | +582.8% | -636.2% | -50.7% |
| YTD | +6.3% | +112.9% | -106.5% | +16.7% |
| 1Y | +10.7% | +130.7% | -120.0% | +18.1% |
| All | +10.7% | +125.1% | -114.4% | +18.1% |
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