+13,634.3%
TSM vs TT
+4,939.3%
+8,695.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.2% | +2.6% |
| 7D | +2.7% | -0.2% | +3.0% | +2.8% |
| 30D | +3.6% | -7.4% | +11.0% | +7.5% |
| 3M | -3.4% | -3.2% | -0.2% | -1.8% |
| 6M | +20.6% | +1.1% | +19.5% | +20.1% |
| YTD | +41.9% | +15.6% | +26.2% | +32.0% |
| 1Y | +84.4% | +9.2% | +75.2% | +76.1% |
| 3Y | +380.2% | +124.4% | +255.8% | +225.3% |
| 5Y | +275.3% | +138.0% | +137.3% | +142.7% |
| 10Y | +1,751.4% | +886.4% | +865.0% | +487.5% |
| All | +13,634.3% | +4,939.3% | +8,695.0% | +1,399.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling