+1,668.8%
TSM vs TTD
+401.9%
+1,266.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.4% | +7.2% | +3.6% |
| 7D | +2.7% | +6.3% | -3.6% | +1.6% |
| 30D | +3.6% | -23.9% | +27.5% | +7.5% |
| 3M | -3.4% | -31.4% | +28.0% | +1.6% |
| 6M | +20.6% | -42.7% | +63.3% | +29.1% |
| YTD | +41.9% | -62.0% | +103.9% | +62.5% |
| 1Y | +84.4% | -72.2% | +156.6% | +121.8% |
| 3Y | +380.2% | -81.9% | +462.2% | +486.3% |
| 5Y | +275.3% | -81.5% | +356.9% | +323.9% |
| All | +1,668.8% | +401.9% | +1,266.9% | +1,240.1% |
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