+3,621.5%
STX vs TTMI
+1,044.1%
+2,577.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.9% | +1.9% | -0.4% |
| 7D | +9.6% | +7.5% | +2.1% | +6.4% |
| 30D | +10.6% | -4.5% | +15.1% | +12.9% |
| 3M | +4.8% | -28.5% | +33.3% | +20.1% |
| 6M | +137.3% | +28.4% | +108.9% | +113.6% |
| YTD | +222.5% | +80.1% | +142.4% | +151.1% |
| 1Y | +366.2% | +161.0% | +205.2% | +214.8% |
| 3Y | +1,352.9% | +862.4% | +490.5% | +483.3% |
| 5Y | +1,077.4% | +812.9% | +264.5% | +364.8% |
| 10Y | +3,621.5% | +1,094.7% | +2,526.8% | +1,299.7% |
| All | +3,621.5% | +1,044.1% | +2,577.4% | +1,299.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling