+1,815.4%
TSM vs TTMI
+1,044.1%
+771.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | +0.5% |
| 7D | +4.8% | +7.5% | -2.7% | +2.2% |
| 30D | +4.0% | -4.5% | +8.5% | +5.0% |
| 3M | +2.0% | -28.5% | +30.5% | +11.5% |
| 6M | +25.5% | +28.4% | -2.9% | +10.7% |
| YTD | +44.0% | +80.1% | -36.1% | +10.8% |
| 1Y | +75.4% | +161.0% | -85.6% | +16.3% |
| 3Y | +406.7% | +862.4% | -455.7% | +109.2% |
| 5Y | +285.0% | +812.9% | -528.0% | +55.9% |
| 10Y | +1,815.4% | +1,094.7% | +720.7% | +616.7% |
| All | +1,815.4% | +1,044.1% | +771.3% | +616.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling