+48.8%
STM vs TTMI
+247.6%
-198.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.5% | +1.6% |
| 7D | -7.9% | -11.5% | +3.6% | -4.5% |
| 30D | -14.1% | -40.3% | +26.2% | -1.9% |
| 3M | -17.6% | -44.5% | +26.9% | -4.3% |
| 6M | -24.2% | -54.1% | +29.8% | -7.3% |
| YTD | +73.3% | +4.7% | +68.6% | +63.2% |
| 1Y | +90.1% | +3.3% | +86.7% | +77.4% |
| 3Y | +10.3% | +407.2% | -396.9% | -36.3% |
| 5Y | -5.7% | +406.5% | -412.3% | -46.6% |
| 10Y | +444.1% | +420.4% | +23.7% | +199.2% |
| All | +48.8% | +247.6% | -198.8% | -48.2% |
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