+736.3%
TT vs CAPR
-65.7%
+802.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.9% | +5.5% | -1.4% |
| 7D | +4.0% | +5.9% | -1.8% | +3.9% |
| 30D | -11.3% | +44.6% | -55.9% | -11.7% |
| 3M | -12.3% | +126.4% | -138.7% | -13.3% |
| 6M | -10.8% | -68.6% | +57.7% | -10.5% |
| YTD | +8.2% | -67.0% | +75.1% | +8.4% |
| 1Y | +1.5% | +65.2% | -63.7% | -2.2% |
| 3Y | +91.5% | +235.6% | -144.1% | +78.2% |
| 5Y | +130.2% | +175.4% | -45.2% | +112.9% |
| All | +736.3% | -65.7% | +802.0% | +647.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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