+161.0%
TTMI vs CAPR
+35.4%
+125.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.6% | +0.7% | -3.9% |
| 7D | +7.5% | -12.6% | +20.1% | +7.6% |
| 30D | -4.5% | +124.4% | -128.9% | -5.0% |
| 3M | -28.5% | -66.8% | +38.2% | -28.3% |
| 6M | +28.4% | -71.8% | +100.1% | +28.8% |
| YTD | +80.1% | -70.1% | +150.1% | +80.6% |
| 1Y | +161.0% | +33.3% | +127.7% | +173.7% |
| All | +161.0% | +35.4% | +125.6% | +173.7% |
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