+95.4%
STM vs TTMI
+10.2%
+85.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.5% | +1.6% |
| 7D | +16.3% | +22.6% | -6.3% | +7.4% |
| 30D | -6.3% | -34.3% | +28.0% | +6.5% |
| 3M | -14.1% | -44.8% | +30.7% | +3.4% |
| 6M | -19.6% | -53.3% | +33.7% | +2.5% |
| YTD | +80.1% | +10.6% | +69.6% | +92.6% |
| 1Y | +95.4% | +8.2% | +87.2% | +108.9% |
| All | +95.4% | +10.2% | +85.2% | +108.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling