+6,453.8%
TSM vs TTMI
+247.6%
+6,206.3%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.1% | +6.1% | +3.1% |
| 7D | -2.1% | -11.5% | +9.5% | +0.9% |
| 30D | -12.5% | -40.3% | +27.8% | -1.8% |
| 3M | -5.0% | -44.5% | +39.5% | +8.0% |
| 6M | -3.2% | -54.1% | +50.9% | +14.0% |
| YTD | +31.5% | +4.7% | +26.8% | +21.2% |
| 1Y | +35.7% | +3.3% | +32.4% | +24.4% |
| 3Y | +323.5% | +407.2% | -83.7% | +150.2% |
| 5Y | +263.4% | +406.5% | -143.2% | +109.1% |
| 10Y | +1,598.5% | +420.4% | +1,178.1% | +818.7% |
| All | +6,453.8% | +247.6% | +6,206.3% | +1,982.4% |
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 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