+606.4%
TTMI vs REPL
-9.7%
+616.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.2% | -1.8% | -3.8% |
| 7D | +7.5% | -9.6% | +17.1% | +8.1% |
| 30D | -4.5% | +5.7% | -10.2% | -4.8% |
| 3M | -28.5% | +56.4% | -84.9% | -31.8% |
| 6M | +28.4% | +67.4% | -39.1% | +15.4% |
| YTD | +80.1% | +48.7% | +31.4% | +62.8% |
| 1Y | +161.0% | +148.3% | +12.7% | +116.8% |
| 3Y | +862.4% | -26.7% | +889.1% | +660.2% |
| 5Y | +812.9% | -54.1% | +867.1% | +640.5% |
| All | +606.4% | -9.7% | +616.1% | +281.7% |
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