+550.5%
TTD vs CAPR
-64.9%
+615.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +9.4% | +6.0% | +15.3% |
| 7D | +19.0% | +36.0% | -17.1% | +18.3% |
| 30D | +23.6% | +25.8% | -2.2% | +23.0% |
| 3M | +8.2% | +140.8% | -132.6% | +6.0% |
| 6M | -35.3% | -67.6% | +32.3% | -34.9% |
| YTD | -60.7% | -65.9% | +5.2% | -60.6% |
| 1Y | -65.3% | +66.1% | -131.4% | -68.1% |
| 3Y | -80.6% | +256.9% | -337.4% | -83.6% |
| 5Y | -84.6% | +172.1% | -256.7% | -87.2% |
| 10Y | +550.5% | -64.7% | +615.2% | +316.6% |
| All | +550.5% | -64.9% | +615.5% | +316.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling