+3.3%
TTMI vs CAPR
+47.8%
-44.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -9.9% | +5.8% | -4.1% |
| 7D | -11.5% | +7.6% | -19.2% | -11.5% |
| 30D | -40.3% | +13.3% | -53.6% | -40.3% |
| 3M | -44.5% | +130.4% | -174.9% | -44.7% |
| 6M | -54.1% | -70.8% | +16.7% | -54.0% |
| YTD | +4.7% | -69.3% | +73.9% | +4.9% |
| 1Y | +3.3% | +59.5% | -56.2% | +5.7% |
| All | +3.3% | +47.8% | -44.5% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling