+136.0%
TT vs CAPR
+151.3%
-15.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -9.9% | +10.0% | +0.1% |
| 7D | +0.8% | +7.6% | -6.8% | +0.8% |
| 30D | -11.8% | +13.3% | -25.1% | -11.9% |
| 3M | -11.6% | +130.4% | -142.0% | -12.1% |
| 6M | -9.3% | -70.8% | +61.5% | -9.1% |
| YTD | +8.9% | -69.3% | +78.2% | +9.1% |
| 1Y | -2.2% | +59.5% | -61.8% | -4.0% |
| 3Y | +91.9% | +216.8% | -124.9% | +74.0% |
| 5Y | +136.0% | +152.7% | -16.7% | +115.3% |
| All | +136.0% | +151.3% | -15.3% | +115.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling