+4,839.7%
PCAR vs TTMI
+220.0%
+4,619.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +6.9% | -9.3% | -3.7% |
| 7D | +0.1% | -19.8% | +19.9% | +3.6% |
| 30D | -4.6% | -48.1% | +43.6% | +5.3% |
| 3M | -22.6% | -51.2% | +28.7% | -14.3% |
| 6M | -12.0% | -59.6% | +47.6% | -0.9% |
| YTD | -6.1% | -3.6% | -2.5% | -13.1% |
| 1Y | +6.3% | -2.3% | +8.7% | -2.8% |
| 3Y | +31.8% | +369.4% | -337.6% | -15.0% |
| 5Y | +104.2% | +365.4% | -261.3% | +28.1% |
| 10Y | +302.9% | +413.2% | -110.3% | +135.8% |
| All | +4,839.7% | +220.0% | +4,619.6% | +1,975.4% |
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