+700.4%
TTMI vs STLA
+152.6%
+547.9%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.1% | +3.0% | -1.5% |
| 7D | +22.6% | -13.1% | +35.7% | +27.1% |
| 30D | -34.3% | -13.3% | -21.0% | -32.2% |
| 3M | -44.8% | -27.9% | -16.9% | -40.5% |
| 6M | -53.3% | -47.8% | -5.5% | -45.3% |
| YTD | +10.6% | -64.6% | +75.1% | +40.2% |
| 1Y | +8.2% | -64.0% | +72.2% | +36.6% |
| 3Y | +435.7% | -76.8% | +512.5% | +640.7% |
| 5Y | +434.2% | -74.2% | +508.3% | +602.9% |
| 10Y | +426.4% | -5.4% | +431.8% | +408.6% |
| All | +700.4% | +152.6% | +547.9% | +581.6% |
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