+273.1%
TSM vs TT
+140.2%
+133.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.0% | +2.3% |
| 7D | +2.7% | 0.0% | +2.7% | +2.7% |
| 30D | +3.6% | -7.2% | +10.8% | +8.3% |
| 3M | -3.4% | -3.0% | -0.4% | -1.6% |
| 6M | +20.6% | +1.4% | +19.3% | +19.6% |
| YTD | +41.9% | +15.9% | +26.0% | +29.7% |
| 1Y | +84.4% | +9.4% | +74.9% | +73.9% |
| 3Y | +380.2% | +124.4% | +255.8% | +217.2% |
| All | +273.1% | +140.2% | +133.0% | +106.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling