+172.6%
TTMI vs TSN
-5.8%
+178.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.7% | +9.5% | +8.7% |
| 7D | +5.9% | -6.3% | +12.2% | +4.5% |
| 30D | -4.3% | -10.8% | +6.5% | -6.5% |
| 3M | -32.0% | -8.8% | -23.3% | -33.3% |
| 6M | +19.5% | -16.8% | +36.3% | +16.8% |
| YTD | +82.0% | -10.0% | +92.0% | +76.1% |
| 1Y | +172.6% | -5.3% | +177.9% | +160.5% |
| All | +172.6% | -5.8% | +178.4% | +160.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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