+753.3%
TT vs CAPR
-68.5%
+821.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.7% | -2.3% | +2.3% |
| 7D | -2.0% | +41.1% | -43.1% | -2.4% |
| 30D | -14.0% | +11.1% | -25.1% | -14.2% |
| 3M | -15.9% | +115.3% | -131.2% | -16.8% |
| 6M | -17.3% | -73.8% | +56.5% | -16.9% |
| YTD | +4.0% | -68.8% | +72.8% | +4.3% |
| 1Y | -7.1% | +43.3% | -50.4% | -10.2% |
| 3Y | +90.2% | +214.7% | -124.4% | +77.3% |
| 5Y | +131.1% | +141.3% | -10.2% | +114.3% |
| All | +753.3% | -68.5% | +821.8% | +670.4% |
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