+146.0%
TT vs CAPR
+84.7%
+61.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.4% | +0.8% |
| 7D | 0.0% | -2.0% | +2.0% | 0.0% |
| 30D | -7.2% | +139.2% | -146.3% | -7.7% |
| 3M | -3.0% | -66.4% | +63.4% | -2.7% |
| 6M | +1.4% | -63.1% | +64.5% | +1.5% |
| YTD | +15.9% | -67.4% | +83.3% | +16.1% |
| 1Y | +9.4% | +58.2% | -48.8% | +7.4% |
| 3Y | +124.4% | +42.2% | +82.2% | +110.1% |
| All | +146.0% | +84.7% | +61.4% | +125.4% |
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 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