+614.0%
TTMI vs REPL
-6.0%
+620.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.6% | +10.5% | +8.9% |
| 7D | +5.9% | -3.0% | +8.8% | +6.0% |
| 30D | -4.3% | +27.1% | -31.4% | -5.7% |
| 3M | -32.0% | +52.4% | -84.4% | -35.1% |
| 6M | +19.5% | +107.4% | -88.0% | +5.5% |
| YTD | +82.0% | +54.7% | +27.3% | +64.2% |
| 1Y | +172.6% | +158.9% | +13.8% | +125.8% |
| 3Y | +744.7% | -23.7% | +768.4% | +565.7% |
| 5Y | +805.6% | -54.3% | +859.9% | +637.3% |
| All | +614.0% | -6.0% | +620.0% | +285.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling