+73.6%
STM vs TTMI
+504.4%
-430.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.8% | -7.0% | -0.7% |
| 7D | +5.8% | +5.9% | -0.1% | +4.0% |
| 30D | -1.0% | -4.3% | +3.3% | -0.1% |
| 3M | -33.3% | -32.0% | -1.2% | -25.9% |
| 6M | +57.4% | +19.5% | +37.9% | +47.2% |
| YTD | +102.2% | +82.0% | +20.2% | +65.0% |
| 1Y | +99.6% | +172.6% | -73.0% | +42.1% |
| 3Y | +14.5% | +744.7% | -730.1% | -42.2% |
| 5Y | +21.4% | +805.6% | -784.2% | -41.0% |
| 10Y | +695.0% | +1,057.6% | -362.6% | +255.7% |
| All | +73.6% | +504.4% | -430.8% | -47.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling