+664.5%
STM vs TTMI
+1,044.1%
-379.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | +0.9% |
| 7D | +1.7% | +7.5% | -5.8% | -1.8% |
| 30D | -5.2% | -4.5% | -0.7% | -4.0% |
| 3M | -29.6% | -28.5% | -1.1% | -19.9% |
| 6M | +54.4% | +28.4% | +26.0% | +33.8% |
| YTD | +99.5% | +80.1% | +19.4% | +43.4% |
| 1Y | +100.8% | +161.0% | -60.3% | +15.9% |
| 3Y | +20.2% | +862.4% | -842.3% | -65.5% |
| 5Y | +21.1% | +812.9% | -791.8% | -66.3% |
| 10Y | +664.5% | +1,094.7% | -430.2% | +74.0% |
| All | +664.5% | +1,044.1% | -379.6% | +74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 10y: compounded portfolio wealth divided by compounded TTMI 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…
10y analysis · Full analysis span regression · 6 months rolling