+1,710.4%
TSM vs TTD
+387.7%
+1,322.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.8% | +5.2% | +2.8% |
| 7D | +6.0% | +1.7% | +4.3% | +5.6% |
| 30D | +4.5% | +1.6% | +2.9% | +4.0% |
| 3M | +3.1% | -27.8% | +30.9% | +7.4% |
| 6M | +30.2% | -52.1% | +82.3% | +44.2% |
| YTD | +45.2% | -63.1% | +108.3% | +67.1% |
| 1Y | +79.6% | -73.1% | +152.6% | +117.1% |
| 3Y | +411.0% | -83.3% | +494.3% | +531.9% |
| 5Y | +290.7% | -80.6% | +371.3% | +338.1% |
| All | +1,710.4% | +387.7% | +1,322.8% | +1,277.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling