+2,217.2%
TT vs CAPR
-99.1%
+2,316.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.2% |
| 3M | -3.2% | -66.4% | +63.2% | -2.9% |
| 6M | +1.1% | -63.1% | +64.2% | +1.3% |
| YTD | +15.6% | -67.4% | +83.1% | +16.0% |
| 1Y | +9.2% | +58.2% | -49.1% | +5.9% |
| 3Y | +124.4% | +42.2% | +82.2% | +114.9% |
| 5Y | +138.0% | +87.3% | +50.8% | +126.0% |
| 10Y | +886.4% | -75.3% | +961.6% | +810.7% |
| All | +2,217.2% | -99.1% | +2,316.3% | +2,020.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling