+273.1%
TSM vs TTD
-81.6%
+354.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.4% | +7.2% | +3.6% |
| 7D | +2.7% | +6.3% | -3.6% | +1.5% |
| 30D | +3.6% | -23.9% | +27.5% | +7.8% |
| 3M | -3.4% | -31.4% | +28.0% | +2.1% |
| 6M | +20.6% | -42.7% | +63.3% | +29.9% |
| YTD | +41.9% | -62.0% | +103.9% | +65.1% |
| 1Y | +84.4% | -72.2% | +156.6% | +127.0% |
| 3Y | +380.2% | -81.9% | +462.2% | +496.6% |
| All | +273.1% | -81.6% | +354.7% | +314.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling