+802.2%
TTMI vs TSN
-18.6%
+820.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.8% |
| 7D | +6.0% | +1.4% | +4.7% | +5.8% |
| 30D | -6.4% | -6.2% | -0.3% | -5.4% |
| 3M | -28.9% | -5.7% | -23.3% | -28.7% |
| 6M | +26.9% | -11.4% | +38.2% | +28.4% |
| YTD | +77.3% | -8.2% | +85.5% | +77.4% |
| 1Y | +147.5% | -2.0% | +149.5% | +142.5% |
| 3Y | +847.6% | +11.9% | +835.8% | +751.3% |
| 5Y | +802.2% | -17.8% | +820.0% | +869.6% |
| All | +802.2% | -18.6% | +820.8% | +869.6% |
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