+123.8%
STX vs TTMI
+9.6%
+114.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -10.1% | +2.0% | -3.2% |
| 7D | -20.2% | -19.2% | -1.0% | -11.5% |
| 30D | -37.2% | -44.9% | +7.7% | -18.3% |
| 3M | -34.1% | -44.7% | +10.7% | -14.9% |
| 6M | -24.5% | -53.4% | +28.9% | +6.2% |
| YTD | +102.9% | +6.3% | +96.6% | +88.5% |
| 1Y | +123.8% | +10.7% | +113.1% | +101.5% |
| All | +123.8% | +9.6% | +114.2% | +101.5% |
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