+220.3%
TTMI vs TSN
+859.3%
-638.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.1% | -2.6% |
| 7D | +11.4% | -1.4% | +12.8% | +12.0% |
| 30D | -28.3% | +8.5% | -36.8% | -31.0% |
| 3M | -46.7% | +5.3% | -51.9% | -48.3% |
| 6M | -56.1% | -10.5% | -45.6% | -55.4% |
| YTD | +7.4% | +3.0% | +4.4% | +3.1% |
| 1Y | +17.4% | +12.1% | +5.3% | +9.2% |
| 3Y | +429.1% | +43.1% | +386.0% | +335.4% |
| 5Y | +418.8% | -15.1% | +433.9% | +416.0% |
| 10Y | +411.2% | +14.8% | +396.4% | +326.5% |
| All | +220.3% | +859.3% | -638.9% | +69.1% |
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