+323.5%
TSM vs TTMI
+419.6%
-96.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.1% | +6.1% | +3.4% |
| 7D | -2.1% | -11.5% | +9.5% | +1.4% |
| 30D | -12.5% | -40.3% | +27.8% | +0.6% |
| 3M | -5.0% | -44.5% | +39.5% | +10.9% |
| 6M | -3.2% | -54.1% | +50.9% | +17.7% |
| YTD | +31.5% | +4.7% | +26.8% | +15.1% |
| 1Y | +35.7% | +3.3% | +32.4% | +17.6% |
| 3Y | +323.5% | +407.2% | -83.7% | +85.4% |
| All | +323.5% | +419.6% | -96.1% | +85.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling