+1,502.2%
TSM vs TT
+782.6%
+719.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.7% | -1.2% | +0.9% |
| 7D | -2.5% | +1.7% | -4.3% | -3.2% |
| 30D | -14.3% | -11.8% | -2.4% | -7.9% |
| 3M | -7.2% | -12.6% | +5.4% | 0.0% |
| 6M | -5.1% | -9.4% | +4.2% | +0.3% |
| YTD | +28.9% | +8.8% | +20.1% | +23.3% |
| 1Y | +37.1% | -2.5% | +39.6% | +39.0% |
| 3Y | +341.5% | +95.7% | +245.8% | +217.7% |
| 5Y | +245.7% | +135.7% | +110.0% | +120.5% |
| 10Y | +1,502.2% | +750.6% | +751.6% | +471.2% |
| All | +1,502.2% | +782.6% | +719.7% | +471.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling