+84.4%
TSM vs TTMI
+171.3%
-86.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.8% | -6.0% | +0.4% |
| 7D | +2.7% | +5.9% | -3.1% | +1.0% |
| 30D | +3.6% | -4.3% | +7.9% | +4.4% |
| 3M | -3.4% | -32.0% | +28.7% | +5.5% |
| 6M | +20.6% | +19.5% | +1.2% | +11.3% |
| YTD | +41.9% | +82.0% | -40.2% | +16.6% |
| 1Y | +84.4% | +172.6% | -88.3% | +29.4% |
| All | +84.4% | +171.3% | -86.9% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 1y: compounded portfolio wealth divided by compounded TTMI 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…
1y analysis · Full analysis span regression · 6 months rolling