+11,954.4%
TSM vs TT
+4,420.2%
+7,534.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.4% | +3.9% | +5.2% |
| 7D | -7.6% | -2.0% | -5.5% | -6.4% |
| 30D | -20.5% | -14.0% | -6.5% | -14.2% |
| 3M | -10.0% | -15.9% | +5.9% | -1.9% |
| 6M | -10.1% | -17.3% | +7.3% | -1.2% |
| YTD | +24.5% | +4.0% | +20.6% | +22.3% |
| 1Y | +31.2% | -7.1% | +38.3% | +36.0% |
| 3Y | +322.0% | +90.2% | +231.7% | +212.5% |
| 5Y | +245.3% | +131.1% | +114.1% | +127.8% |
| 10Y | +1,465.8% | +777.7% | +688.1% | +428.2% |
| All | +11,954.4% | +4,420.2% | +7,534.2% | +1,291.4% |
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