+1,383.2%
STX vs TTMI
+857.4%
+525.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.0% | +3.5% | +5.1% |
| 7D | +10.7% | +12.2% | -1.4% | +5.1% |
| 30D | +11.3% | -5.7% | +17.0% | +14.3% |
| 3M | +3.2% | -27.5% | +30.7% | +18.7% |
| 6M | +157.0% | +47.1% | +109.8% | +118.2% |
| YTD | +229.2% | +87.5% | +141.7% | +148.5% |
| 1Y | +381.8% | +175.2% | +206.6% | +213.8% |
| 3Y | +1,383.2% | +901.9% | +481.2% | +499.7% |
| All | +1,383.2% | +857.4% | +525.7% | +499.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling