+901.9%
TTMI vs REPL
-24.7%
+926.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.8% | +4.8% | +3.0% |
| 7D | +12.2% | -5.7% | +17.9% | +12.3% |
| 30D | -5.7% | +22.5% | -28.2% | -6.2% |
| 3M | -27.5% | +64.7% | -92.1% | -28.7% |
| 6M | +47.1% | +83.0% | -35.9% | +42.7% |
| YTD | +87.5% | +52.0% | +35.5% | +82.7% |
| 1Y | +175.2% | +144.5% | +30.7% | +158.0% |
| 3Y | +901.9% | -25.1% | +927.0% | +794.4% |
| All | +901.9% | -24.7% | +926.6% | +794.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling