+129.1%
TT vs CAPR
+40.5%
+88.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.6% |
| 7D | -0.2% | -2.0% | +1.7% | -0.2% |
| 30D | -7.4% | +139.2% | -146.6% | -7.7% |
| 3M | -3.2% | -66.4% | +63.2% | -3.1% |
| 6M | +1.1% | -63.1% | +64.2% | +1.2% |
| YTD | +15.6% | -67.4% | +83.1% | +15.8% |
| 1Y | +9.2% | +58.2% | -49.1% | +8.4% |
| All | +129.1% | +40.5% | +88.6% | +117.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling