+21.1%
STM vs TTMI
+857.4%
-836.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.5% | -1.7% |
| 7D | +5.2% | +12.2% | -7.0% | +0.4% |
| 30D | -7.4% | -5.7% | -1.6% | -5.7% |
| 3M | -30.6% | -27.5% | -3.2% | -22.7% |
| 6M | +66.4% | +47.1% | +19.2% | +43.5% |
| YTD | +101.1% | +87.5% | +13.7% | +54.2% |
| 1Y | +97.4% | +175.2% | -77.8% | +23.3% |
| 3Y | +21.1% | +901.9% | -880.8% | -57.4% |
| All | +21.1% | +857.4% | -836.3% | -57.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling