+1,930.3%
TT vs CAPR
-99.1%
+2,029.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.6% | -0.8% | -4.4% |
| 7D | -9.0% | +29.7% | -38.7% | -9.2% |
| 30D | -17.6% | +11.0% | -28.6% | -17.7% |
| 3M | -18.7% | +118.8% | -137.5% | -19.4% |
| 6M | -17.4% | -73.9% | +56.5% | -17.0% |
| YTD | +1.5% | -70.2% | +71.7% | +1.8% |
| 1Y | -9.4% | +38.3% | -47.7% | -12.0% |
| 3Y | +85.1% | +199.7% | -114.6% | +75.8% |
| 5Y | +125.7% | +130.6% | -4.8% | +113.8% |
| 10Y | +757.3% | -68.5% | +825.8% | +690.1% |
| All | +1,930.3% | -99.1% | +2,029.4% | +1,758.0% |
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