+236.4%
TSM vs TTD
-84.7%
+321.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.9% | +5.4% | +6.2% |
| 7D | -7.6% | +5.2% | -12.8% | -8.3% |
| 30D | -20.5% | +6.9% | -27.4% | -21.5% |
| 3M | -10.0% | -26.8% | +16.8% | -5.9% |
| 6M | -10.1% | -46.1% | +36.1% | -1.3% |
| YTD | +24.5% | -65.9% | +90.5% | +47.8% |
| 1Y | +31.2% | -71.8% | +103.0% | +61.5% |
| 3Y | +322.0% | -83.3% | +405.3% | +432.3% |
| All | +236.4% | -84.7% | +321.0% | +290.6% |
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