+411.0%
TSM vs TTMI
+857.4%
-446.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.0% | -0.6% | +1.4% |
| 7D | +6.0% | +12.2% | -6.1% | +2.0% |
| 30D | +4.5% | -5.7% | +10.2% | +5.9% |
| 3M | +3.1% | -27.5% | +30.6% | +12.3% |
| 6M | +30.2% | +47.1% | -16.9% | +8.9% |
| YTD | +45.2% | +87.5% | -42.3% | +8.4% |
| 1Y | +79.6% | +175.2% | -95.7% | +11.7% |
| 3Y | +411.0% | +901.9% | -491.0% | +91.5% |
| All | +411.0% | +857.4% | -446.5% | +91.5% |
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