+42.8%
TSM vs TTMI
+6.4%
+36.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -0.9% |
| 7D | +6.2% | +11.4% | -5.2% | +2.8% |
| 30D | -7.3% | -28.3% | +21.0% | -0.7% |
| 3M | -7.1% | -46.7% | +39.5% | +6.9% |
| 6M | +0.2% | -56.1% | +56.4% | +19.5% |
| YTD | +32.2% | +7.4% | +24.9% | +27.7% |
| 1Y | +42.8% | +17.4% | +25.4% | +34.3% |
| All | +42.8% | +6.4% | +36.4% | +34.3% |
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