+10,249.8%
STX vs TTMI
+2,595.4%
+7,654.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -0.1% |
| 7D | +16.8% | +22.6% | -5.7% | +9.0% |
| 30D | -27.0% | -34.3% | +7.3% | -16.9% |
| 3M | -37.9% | -44.8% | +6.9% | -25.4% |
| 6M | -32.5% | -53.3% | +20.8% | -14.3% |
| YTD | +98.6% | +10.6% | +88.0% | +86.6% |
| 1Y | +93.6% | +8.2% | +85.4% | +82.3% |
| 3Y | +699.1% | +435.7% | +263.4% | +341.6% |
| 5Y | +481.0% | +434.2% | +46.8% | +211.4% |
| 10Y | +2,082.0% | +426.4% | +1,655.6% | +1,001.7% |
| All | +10,249.8% | +2,595.4% | +7,654.4% | +2,836.1% |
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