+5,021.3%
PCAR vs TTMI
+262.5%
+4,758.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +13.3% | -9.6% | +1.2% |
| 7D | +2.9% | -1.6% | +4.5% | +2.6% |
| 30D | -2.1% | -37.7% | +35.6% | +4.4% |
| 3M | -20.4% | -45.1% | +24.7% | -13.8% |
| 6M | -7.0% | -52.1% | +45.1% | +1.3% |
| YTD | -2.6% | +9.2% | -11.8% | -12.0% |
| 1Y | +9.8% | +12.9% | -3.1% | -2.4% |
| 3Y | +37.3% | +445.5% | -408.2% | -14.0% |
| 5Y | +116.4% | +427.9% | -311.4% | +32.6% |
| 10Y | +293.0% | +449.9% | -156.9% | +126.9% |
| All | +5,021.3% | +262.5% | +4,758.8% | +2,000.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling