+750.6%
TT vs CAPR
-64.9%
+815.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +9.4% | -4.8% | +4.6% |
| 7D | +1.7% | +36.0% | -34.3% | +1.4% |
| 30D | -11.8% | +25.8% | -37.6% | -12.1% |
| 3M | -12.6% | +140.8% | -153.4% | -13.6% |
| 6M | -9.4% | -67.6% | +58.2% | -9.0% |
| YTD | +8.8% | -65.9% | +74.7% | +9.1% |
| 1Y | -2.5% | +66.1% | -68.6% | -6.0% |
| 3Y | +95.7% | +256.9% | -161.2% | +82.1% |
| 5Y | +135.7% | +172.1% | -36.4% | +118.3% |
| 10Y | +750.6% | -64.7% | +815.3% | +661.8% |
| All | +750.6% | -64.9% | +815.6% | +661.8% |
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