+1,502.2%
TSM vs TTD
+574.0%
+928.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +15.5% | -12.0% | +1.0% |
| 7D | -2.5% | +19.0% | -21.5% | -5.3% |
| 30D | -14.3% | +23.6% | -37.9% | -17.4% |
| 3M | -7.2% | +8.2% | -15.4% | -9.0% |
| 6M | -5.1% | -35.3% | +30.2% | +0.1% |
| YTD | +28.9% | -60.7% | +89.6% | +46.4% |
| 1Y | +37.1% | -65.3% | +102.4% | +59.0% |
| 3Y | +341.5% | -80.6% | +422.0% | +432.3% |
| 5Y | +245.7% | -84.6% | +330.3% | +303.6% |
| 10Y | +1,502.2% | +550.5% | +951.7% | +1,075.0% |
| All | +1,502.2% | +574.0% | +928.2% | +1,075.0% |
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 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