+1,084.3%
TTMI vs TSN
-5.9%
+1,090.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -2.0% |
| 7D | +6.0% | +1.4% | +4.7% | +5.6% |
| 30D | -6.4% | -6.2% | -0.3% | -4.8% |
| 3M | -28.9% | -5.7% | -23.3% | -28.4% |
| 6M | +26.9% | -11.4% | +38.2% | +29.5% |
| YTD | +77.3% | -8.2% | +85.5% | +78.6% |
| 1Y | +147.5% | -2.0% | +149.5% | +143.0% |
| 3Y | +847.6% | +11.9% | +835.8% | +761.8% |
| 5Y | +802.2% | -17.8% | +820.0% | +813.9% |
| All | +1,084.3% | -5.9% | +1,090.2% | +918.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling