+36.0%
TSM vs TT
-6.5%
+42.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.6% | -1.1% |
| 7D | -10.0% | -8.5% | -1.5% | -4.4% |
| 30D | -18.5% | -12.8% | -5.7% | -10.7% |
| 3M | -4.9% | -12.9% | +8.0% | +4.2% |
| 6M | -1.0% | -15.2% | +14.3% | +10.6% |
| YTD | +31.3% | +6.2% | +25.0% | +31.0% |
| 1Y | +36.0% | -4.5% | +40.5% | +43.3% |
| All | +36.0% | -6.5% | +42.5% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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