+843.5%
TTMI vs CAPR
+87.6%
+755.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.6% | +6.6% | +3.1% |
| 7D | +12.2% | -9.5% | +21.6% | +12.4% |
| 30D | -5.7% | +121.5% | -127.2% | -7.2% |
| 3M | -27.5% | -65.4% | +37.9% | -26.9% |
| 6M | +47.1% | -67.5% | +114.7% | +48.4% |
| YTD | +87.5% | -68.6% | +156.1% | +89.1% |
| 1Y | +175.2% | +42.7% | +132.5% | +163.4% |
| 3Y | +901.9% | +43.4% | +858.6% | +757.9% |
| 5Y | +843.5% | +86.0% | +757.4% | +646.1% |
| All | +843.5% | +87.6% | +755.9% | +646.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling