+19.5%
TTMI vs CAPR
-64.4%
+83.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.3% | +7.6% | +8.7% |
| 7D | +5.9% | -2.0% | +7.8% | +6.0% |
| 30D | -4.3% | +139.2% | -143.5% | -12.0% |
| 3M | -32.0% | -66.4% | +34.3% | -16.6% |
| 6M | +19.5% | -63.1% | +82.6% | +36.8% |
| All | +19.5% | -64.4% | +83.9% | +36.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling