+843.5%
TTMI vs STLA
-62.5%
+906.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.1% | +6.0% | +4.0% |
| 7D | +12.2% | +0.7% | +11.4% | +11.8% |
| 30D | -5.7% | -2.4% | -3.4% | -5.5% |
| 3M | -27.5% | -23.9% | -3.6% | -21.1% |
| 6M | +47.1% | -24.6% | +71.8% | +59.8% |
| YTD | +87.5% | -50.5% | +138.0% | +129.8% |
| 1Y | +175.2% | -39.8% | +215.1% | +208.4% |
| 3Y | +901.9% | -65.6% | +967.6% | +1,233.2% |
| 5Y | +843.5% | -62.1% | +905.6% | +1,029.9% |
| All | +843.5% | -62.5% | +906.0% | +1,029.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling