+396.5%
TTMI vs CAPR
-65.7%
+462.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.9% | +4.0% | -2.7% |
| 7D | +11.4% | +5.9% | +5.5% | +11.2% |
| 30D | -28.3% | +44.6% | -72.9% | -29.0% |
| 3M | -46.7% | +126.4% | -173.0% | -47.9% |
| 6M | -56.1% | -68.6% | +12.5% | -55.7% |
| YTD | +7.4% | -67.0% | +74.3% | +8.2% |
| 1Y | +17.4% | +65.2% | -47.8% | +8.9% |
| 3Y | +429.1% | +235.6% | +193.6% | +360.3% |
| 5Y | +418.8% | +175.4% | +243.3% | +347.2% |
| All | +396.5% | -65.7% | +462.2% | +300.1% |
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