+420.4%
TTMI vs CAPR
-68.2%
+488.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -9.9% | +5.8% | -3.9% |
| 7D | -11.5% | +7.6% | -19.2% | -11.7% |
| 30D | -40.3% | +13.3% | -53.6% | -40.5% |
| 3M | -44.5% | +130.4% | -174.9% | -45.8% |
| 6M | -54.1% | -70.8% | +16.7% | -53.6% |
| YTD | +4.7% | -69.3% | +73.9% | +5.7% |
| 1Y | +3.3% | +59.5% | -56.2% | -4.2% |
| 3Y | +407.2% | +216.8% | +190.4% | +341.6% |
| 5Y | +406.5% | +152.7% | +253.8% | +337.3% |
| 10Y | +420.4% | -68.2% | +488.6% | +310.1% |
| All | +420.4% | -68.2% | +488.6% | +310.1% |
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