+321.1%
TTMI vs REPL
+36.8%
+284.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.9% |
| 7D | +11.4% | +1.2% | +10.1% | +11.3% |
| 30D | -28.3% | +92.2% | -120.5% | -31.0% |
| 3M | -46.7% | +44.1% | -90.8% | -47.9% |
| 6M | -56.1% | +313.0% | -369.1% | -61.1% |
| YTD | +7.4% | +125.2% | -117.8% | -5.5% |
| 1Y | +17.4% | +143.8% | -126.4% | +2.7% |
| 3Y | +429.1% | +104.2% | +324.9% | +275.8% |
| 5Y | +418.8% | -34.5% | +453.3% | +314.1% |
| All | +321.1% | +36.8% | +284.3% | +121.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling