+369.4%
TTMI vs CAPR
+214.7%
+154.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +4.7% | +2.2% | +6.8% |
| 7D | -19.8% | +41.1% | -60.9% | -20.1% |
| 30D | -48.1% | +11.1% | -59.2% | -48.2% |
| 3M | -51.2% | +115.3% | -166.5% | -51.8% |
| 6M | -59.6% | -73.8% | +14.2% | -59.3% |
| YTD | -3.6% | -68.8% | +65.2% | -3.1% |
| 1Y | -2.3% | +43.3% | -45.7% | -4.1% |
| 3Y | +369.4% | +214.7% | +154.7% | +279.1% |
| All | +369.4% | +214.7% | +154.7% | +279.1% |
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 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