+20.6%
TSM vs TTD
-42.4%
+63.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.4% | +7.2% | +2.7% |
| 7D | +2.7% | +6.3% | -3.6% | +2.9% |
| 30D | +3.6% | -23.9% | +27.5% | +2.6% |
| 3M | -3.4% | -31.4% | +28.0% | -4.0% |
| 6M | +20.6% | -42.7% | +63.3% | +19.7% |
| All | +20.6% | -42.4% | +63.0% | +19.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling