-19.7%
TSCO vs TTMI
+876.4%
-896.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.4% | -4.9% | -1.6% |
| 7D | -5.7% | +0.7% | -6.3% | -5.7% |
| 30D | -8.8% | -8.4% | -0.3% | -8.5% |
| 3M | +6.3% | -32.5% | +38.8% | +7.8% |
| 6M | -32.3% | +32.5% | -64.7% | -34.6% |
| YTD | -32.7% | +83.2% | -115.9% | -36.9% |
| 1Y | -43.7% | +161.7% | -205.3% | -49.3% |
| 3Y | -19.7% | +890.1% | -909.8% | -39.8% |
| All | -19.7% | +876.4% | -896.0% | -39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling