+293.0%
PCAR vs TTMI
+476.8%
-183.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +13.3% | -9.6% | +1.4% |
| 7D | +2.9% | -1.6% | +4.5% | +2.6% |
| 30D | -2.1% | -37.7% | +35.6% | +4.1% |
| 3M | -20.4% | -45.1% | +24.7% | -14.0% |
| 6M | -7.0% | -52.1% | +45.1% | +1.1% |
| YTD | -2.6% | +9.2% | -11.8% | -13.7% |
| 1Y | +9.8% | +12.9% | -3.1% | -4.4% |
| 3Y | +37.3% | +445.5% | -408.2% | -22.2% |
| 5Y | +116.4% | +427.9% | -311.4% | +18.8% |
| 10Y | +293.0% | +449.9% | -156.9% | +102.8% |
| All | +293.0% | +476.8% | -183.8% | +102.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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