+449.2%
STX vs TTMI
+405.8%
+43.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | +0.9% |
| 7D | -17.3% | -11.5% | -5.8% | -12.5% |
| 30D | -35.9% | -40.3% | +4.4% | -21.5% |
| 3M | -37.3% | -44.5% | +7.1% | -21.1% |
| 6M | -35.8% | -54.1% | +18.3% | -12.5% |
| YTD | +82.7% | +4.7% | +78.1% | +72.7% |
| 1Y | +71.6% | +3.3% | +68.3% | +61.8% |
| 3Y | +635.3% | +407.2% | +228.0% | +263.2% |
| All | +449.2% | +405.8% | +43.3% | +154.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling