+6,970.9%
TSM vs TTMI
+504.4%
+6,466.5%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.8% | -6.0% | +0.5% |
| 7D | +2.7% | +5.9% | -3.1% | +1.1% |
| 30D | +3.6% | -4.3% | +7.9% | +4.3% |
| 3M | -3.4% | -32.0% | +28.7% | +5.4% |
| 6M | +20.6% | +19.5% | +1.2% | +11.4% |
| YTD | +41.9% | +82.0% | -40.2% | +15.6% |
| 1Y | +84.4% | +172.6% | -88.3% | +33.3% |
| 3Y | +380.2% | +744.7% | -364.4% | +152.7% |
| 5Y | +275.3% | +805.6% | -530.2% | +89.4% |
| 10Y | +1,751.4% | +1,057.6% | +693.8% | +726.9% |
| All | +6,970.9% | +504.4% | +6,466.5% | +1,885.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling