+1,707.0%
TSM vs TTMI
+425.0%
+1,282.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +9.0% | -4.7% | +1.3% |
| 7D | +4.4% | +7.2% | -2.8% | +1.8% |
| 30D | -7.0% | -28.7% | +21.7% | +1.2% |
| 3M | -1.8% | -39.8% | +38.0% | +11.9% |
| 6M | +2.7% | -51.7% | +54.4% | +23.4% |
| YTD | +37.1% | +14.1% | +23.0% | +17.7% |
| 1Y | +43.5% | +16.0% | +27.5% | +20.8% |
| 3Y | +341.5% | +452.7% | -111.2% | +105.3% |
| 5Y | +278.9% | +451.5% | -172.6% | +69.0% |
| All | +1,707.0% | +425.0% | +1,282.0% | +674.2% |
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