+1,672.6%
TSM vs TTD
+505.0%
+1,167.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -1.4% |
| 7D | +14.8% | +20.8% | -5.9% | +11.2% |
| 30D | -8.9% | +27.1% | -36.0% | -12.6% |
| 3M | -5.3% | +14.7% | -19.9% | -7.9% |
| 6M | +2.6% | -26.8% | +29.4% | +6.0% |
| YTD | +34.5% | -59.2% | +93.7% | +52.0% |
| 1Y | +41.0% | -64.7% | +105.7% | +63.2% |
| 3Y | +333.1% | -75.8% | +408.9% | +405.9% |
| 5Y | +270.1% | -84.6% | +354.7% | +332.4% |
| All | +1,672.6% | +505.0% | +1,167.6% | +1,202.8% |
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