+443.1%
TTMI vs STLA
+0.5%
+442.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -3.5% | +12.5% | +10.2% |
| 7D | +7.2% | -11.6% | +18.9% | +12.0% |
| 30D | -28.7% | -6.2% | -22.5% | -27.7% |
| 3M | -39.8% | -24.6% | -15.2% | -34.7% |
| 6M | -51.7% | -44.9% | -6.8% | -41.8% |
| YTD | +14.1% | -62.3% | +76.3% | +52.4% |
| 1Y | +16.0% | -61.8% | +77.8% | +54.1% |
| 3Y | +452.7% | -75.3% | +528.0% | +727.9% |
| 5Y | +451.5% | -72.5% | +524.0% | +664.5% |
| 10Y | +443.1% | +0.8% | +442.4% | +564.1% |
| All | +443.1% | +0.5% | +442.6% | +564.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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