-15.7%
STM vs TTMI
+364.5%
-380.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +6.9% | -2.5% | +1.6% |
| 7D | -10.7% | -19.8% | +9.1% | -2.6% |
| 30D | -25.7% | -48.1% | +22.4% | -5.8% |
| 3M | -21.6% | -51.2% | +29.7% | +1.3% |
| 6M | -27.8% | -59.6% | +31.8% | -0.2% |
| YTD | +61.8% | -3.6% | +65.4% | +53.0% |
| 1Y | +78.1% | -2.3% | +80.4% | +63.9% |
| 3Y | +4.9% | +369.4% | -364.5% | -55.5% |
| All | -15.7% | +364.5% | -380.2% | -68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling