+359.1%
PCAR vs TTMI
+1,093.3%
-734.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.0% | -4.7% | -2.3% |
| 7D | 0.0% | +12.2% | -12.1% | -2.2% |
| 30D | -7.7% | -5.7% | -2.0% | -7.1% |
| 3M | +3.7% | -27.5% | +31.2% | +8.3% |
| 6M | +2.3% | +47.1% | -44.8% | -9.2% |
| YTD | +12.8% | +87.5% | -74.7% | -6.4% |
| 1Y | +27.8% | +175.2% | -147.5% | -4.6% |
| 3Y | +61.8% | +901.9% | -840.1% | -14.8% |
| 5Y | +168.2% | +843.5% | -675.3% | +38.1% |
| 10Y | +359.1% | +1,077.0% | -717.9% | +115.8% |
| All | +359.1% | +1,093.3% | -734.2% | +115.8% |
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