+444.9%
TTMI vs TSN
+43.0%
+401.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -3.3% |
| 7D | +22.6% | -1.4% | +24.0% | +22.3% |
| 30D | -34.3% | +10.2% | -44.5% | -33.3% |
| 3M | -44.8% | +7.2% | -51.9% | -44.0% |
| 6M | -53.3% | -10.6% | -42.7% | -52.3% |
| YTD | +10.6% | +3.7% | +6.8% | +11.4% |
| 1Y | +8.2% | +13.5% | -5.3% | +8.5% |
| All | +444.9% | +43.0% | +401.9% | +406.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling