+1,094.7%
TTMI vs STT
+262.1%
+832.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -3.9% | -3.9% |
| 7D | +7.5% | +1.0% | +6.5% | +6.9% |
| 30D | -4.5% | +2.8% | -7.3% | -5.8% |
| 3M | -28.5% | +18.1% | -46.7% | -34.5% |
| 6M | +28.4% | +59.2% | -30.9% | +0.6% |
| YTD | +80.1% | +51.5% | +28.6% | +44.7% |
| 1Y | +161.0% | +75.7% | +85.4% | +94.8% |
| 3Y | +862.4% | +200.8% | +661.7% | +450.9% |
| 5Y | +812.9% | +155.8% | +657.2% | +439.1% |
| 10Y | +1,094.7% | +266.4% | +828.3% | +385.3% |
| All | +1,094.7% | +262.1% | +832.7% | +385.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling