+84.4%
TSM vs TTD
-73.2%
+157.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.4% | +7.2% | +2.8% |
| 7D | +2.7% | +6.3% | -3.6% | +2.7% |
| 30D | +3.6% | -23.9% | +27.5% | +3.7% |
| 3M | -3.4% | -31.4% | +28.0% | -2.8% |
| 6M | +20.6% | -42.7% | +63.3% | +22.1% |
| YTD | +41.9% | -62.0% | +103.9% | +47.1% |
| 1Y | +84.4% | -72.2% | +156.6% | +93.0% |
| All | +84.4% | -73.2% | +157.6% | +93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 TTD 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