+1,217.9%
TTMI vs STLA
+263.8%
+954.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.3% | +7.6% | +8.5% |
| 7D | +5.9% | +2.6% | +3.3% | +5.1% |
| 30D | -4.3% | -1.2% | -3.1% | -4.4% |
| 3M | -32.0% | -24.8% | -7.3% | -27.2% |
| 6M | +19.5% | -25.6% | +45.0% | +28.1% |
| YTD | +82.0% | -48.9% | +131.0% | +111.3% |
| 1Y | +172.6% | -38.8% | +211.4% | +199.3% |
| 3Y | +744.7% | -64.5% | +809.2% | +951.2% |
| 5Y | +805.6% | -62.4% | +868.0% | +986.7% |
| 10Y | +1,057.6% | +55.4% | +1,002.2% | +900.3% |
| All | +1,217.9% | +263.8% | +954.1% | +927.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling