+172.6%
TTMI vs STT
+75.3%
+97.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.2% | +8.7% | +8.7% |
| 7D | +5.9% | +0.5% | +5.4% | +5.4% |
| 30D | -4.3% | +3.9% | -8.2% | -7.4% |
| 3M | -32.0% | +20.0% | -52.0% | -41.8% |
| 6M | +19.5% | +55.3% | -35.9% | -18.9% |
| YTD | +82.0% | +53.3% | +28.7% | +22.7% |
| 1Y | +172.6% | +74.7% | +97.9% | +69.8% |
| All | +172.6% | +75.3% | +97.3% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 1y: compounded portfolio wealth divided by compounded STT 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…
1y analysis · Full analysis span regression · 6 months rolling