-83.3%
TTD vs CAPR
+214.7%
-298.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.7% | -3.7% | +1.0% |
| 7D | +5.2% | +41.1% | -35.9% | +5.3% |
| 30D | +6.9% | +11.1% | -4.2% | +7.0% |
| 3M | -26.8% | +115.3% | -142.1% | -26.5% |
| 6M | -46.1% | -73.8% | +27.7% | -46.3% |
| YTD | -65.9% | -68.8% | +2.9% | -66.0% |
| 1Y | -71.8% | +43.3% | -115.1% | -71.7% |
| 3Y | -83.3% | +214.7% | -298.0% | -84.6% |
| All | -83.3% | +214.7% | -298.0% | -84.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling