+161.0%
TTMI vs REPL
+136.9%
+24.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.2% | -1.8% | -3.9% |
| 7D | +7.5% | -9.6% | +17.1% | +7.5% |
| 30D | -4.5% | +5.7% | -10.2% | -4.5% |
| 3M | -28.5% | +56.4% | -84.9% | -28.4% |
| 6M | +28.4% | +67.4% | -39.1% | +32.9% |
| YTD | +80.1% | +48.7% | +31.4% | +86.6% |
| 1Y | +161.0% | +148.3% | +12.7% | +168.0% |
| All | +161.0% | +136.9% | +24.1% | +168.0% |
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