+1,084.3%
TTMI vs STLA
+51.6%
+1,032.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | +6.0% | -3.8% | +9.8% | +7.5% |
| 30D | -6.4% | -3.1% | -3.3% | -5.9% |
| 3M | -28.9% | -19.6% | -9.3% | -24.0% |
| 6M | +26.9% | -23.5% | +50.3% | +37.4% |
| YTD | +77.3% | -51.5% | +128.8% | +119.6% |
| 1Y | +147.5% | -39.7% | +187.2% | +179.4% |
| 3Y | +847.6% | -66.3% | +914.0% | +1,184.4% |
| 5Y | +802.2% | -63.1% | +865.4% | +1,039.6% |
| All | +1,084.3% | +51.6% | +1,032.7% | +898.3% |
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