+511.6%
TTMI vs CAPR
-99.1%
+610.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -9.9% | +5.8% | -4.0% |
| 7D | -11.5% | +7.6% | -19.2% | -11.6% |
| 30D | -40.3% | +13.3% | -53.6% | -40.4% |
| 3M | -44.5% | +130.4% | -174.9% | -45.2% |
| 6M | -54.1% | -70.8% | +16.7% | -53.8% |
| YTD | +4.7% | -69.3% | +73.9% | +5.2% |
| 1Y | +3.3% | +59.5% | -56.2% | -0.7% |
| 3Y | +407.2% | +216.8% | +190.4% | +375.7% |
| 5Y | +406.5% | +152.7% | +253.8% | +373.8% |
| 10Y | +420.4% | -68.2% | +488.6% | +373.0% |
| All | +511.6% | -99.1% | +610.7% | +478.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling