-29.4%
TSCO vs TTMI
+9.6%
-39.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -10.1% | +14.3% | +3.8% |
| 7D | +15.7% | -19.2% | +34.9% | +14.8% |
| 30D | +16.4% | -44.9% | +61.3% | +15.4% |
| 3M | +11.2% | -44.7% | +55.9% | +10.3% |
| 6M | +14.9% | -53.4% | +68.3% | +13.5% |
| YTD | -25.4% | +6.3% | -31.8% | -28.4% |
| 1Y | -29.4% | +10.7% | -40.1% | -32.7% |
| All | -29.4% | +9.6% | -39.0% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 1y: compounded portfolio wealth divided by compounded TTMI 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…
1y analysis · Full analysis span regression · 6 months rolling