+963.5%
TTMI vs CAPR
-99.1%
+1,062.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.3% | +7.6% | +8.8% |
| 7D | +5.9% | -2.0% | +7.8% | +5.9% |
| 30D | -4.3% | +139.2% | -143.5% | -5.6% |
| 3M | -32.0% | -66.4% | +34.3% | -31.6% |
| 6M | +19.5% | -63.1% | +82.6% | +20.0% |
| YTD | +82.0% | -67.4% | +149.5% | +83.1% |
| 1Y | +172.6% | +58.2% | +114.4% | +162.2% |
| 3Y | +744.7% | +42.2% | +702.4% | +700.2% |
| 5Y | +805.6% | +87.3% | +718.3% | +750.3% |
| 10Y | +1,057.6% | -75.3% | +1,132.9% | +951.9% |
| All | +963.5% | -99.1% | +1,062.6% | +906.0% |
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