+434.2%
TTMI vs TSN
-16.4%
+450.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -2.9% |
| 7D | +22.6% | -1.4% | +24.0% | +22.8% |
| 30D | -34.3% | +10.2% | -44.5% | -35.5% |
| 3M | -44.8% | +7.2% | -51.9% | -45.6% |
| 6M | -53.3% | -10.6% | -42.7% | -52.1% |
| YTD | +10.6% | +3.7% | +6.8% | +8.0% |
| 1Y | +8.2% | +13.5% | -5.3% | +3.0% |
| 3Y | +435.7% | +40.1% | +395.6% | +348.1% |
| 5Y | +434.2% | -14.5% | +448.6% | +466.9% |
| All | +434.2% | -16.4% | +450.6% | +466.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling