+1,452.5%
TSM vs TTD
+349.7%
+1,102.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.3% |
| 6M | -10.1% | -46.1% | +36.1% | -2.2% |
| YTD | +24.5% | -65.9% | +90.5% | +44.7% |
| 1Y | +31.2% | -71.8% | +103.0% | +57.4% |
| 3Y | +322.0% | -83.3% | +405.3% | +421.0% |
| 5Y | +245.3% | -81.1% | +326.4% | +289.0% |
| 10Y | +1,465.8% | +441.7% | +1,024.1% | +1,086.1% |
| All | +1,452.5% | +349.7% | +1,102.7% | +1,093.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling