-53.8%
TTMI vs REPL
+456.5%
-510.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +3.0% | +10.3% | +13.2% |
| 7D | -1.6% | +14.2% | -15.8% | -1.9% |
| 30D | -37.7% | +65.9% | -103.6% | -38.5% |
| 3M | -45.1% | +84.6% | -129.7% | -45.8% |
| All | -53.8% | +456.5% | -510.3% | -50.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling