+30,996.8%
TSCO vs TTMI
+488.7%
+30,508.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.2% |
| 7D | -3.1% | +6.0% | -9.1% | -4.0% |
| 30D | -4.4% | -6.4% | +2.1% | -3.8% |
| 3M | +9.7% | -28.9% | +38.6% | +13.4% |
| 6M | -32.4% | +26.9% | -59.3% | -36.9% |
| YTD | -31.7% | +77.3% | -109.0% | -40.0% |
| 1Y | -41.3% | +147.5% | -188.8% | -51.7% |
| 3Y | -18.3% | +847.6% | -865.9% | -47.2% |
| 5Y | -10.3% | +802.2% | -812.5% | -42.8% |
| 10Y | +188.5% | +1,076.3% | -887.9% | +67.8% |
| All | +30,996.8% | +488.7% | +30,508.1% | +13,719.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling