+16,011.1%
STX vs TTMI
+4,338.2%
+11,672.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +8.8% | -2.5% | +3.4% |
| 7D | +2.4% | +5.9% | -3.5% | +0.4% |
| 30D | +1.4% | -4.3% | +5.7% | +3.0% |
| 3M | -8.2% | -32.0% | +23.8% | +4.7% |
| 6M | +127.0% | +19.5% | +107.6% | +112.3% |
| YTD | +209.1% | +82.0% | +127.1% | +149.9% |
| 1Y | +365.4% | +172.6% | +192.8% | +229.8% |
| 3Y | +1,135.4% | +744.7% | +390.7% | +492.6% |
| 5Y | +991.5% | +805.6% | +186.0% | +398.6% |
| 10Y | +3,695.8% | +1,057.6% | +2,638.2% | +1,400.0% |
| All | +16,011.1% | +4,338.2% | +11,672.9% | +3,833.1% |
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 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