+443.1%
TTMI vs TSN
+738.6%
-295.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.7% | +9.5% | +9.1% |
| 7D | +5.9% | -6.3% | +12.2% | +8.2% |
| 30D | -4.3% | -10.8% | +6.5% | -0.5% |
| 3M | -32.0% | -8.8% | -23.3% | -30.7% |
| 6M | +19.5% | -16.8% | +36.3% | +25.5% |
| YTD | +82.0% | -10.0% | +92.0% | +85.3% |
| 1Y | +172.6% | -5.3% | +177.9% | +171.1% |
| 3Y | +744.7% | +8.5% | +736.1% | +678.0% |
| 5Y | +805.6% | -22.9% | +828.5% | +839.7% |
| 10Y | +1,057.6% | -12.6% | +1,070.2% | +975.1% |
| All | +443.1% | +738.6% | -295.4% | +203.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling