+396.5%
TTMI vs STT
+198.3%
+198.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.7% | -2.8% |
| 7D | +11.4% | +4.8% | +6.6% | +8.8% |
| 30D | -28.3% | +3.9% | -32.2% | -29.3% |
| 3M | -46.7% | -8.2% | -38.5% | -43.6% |
| 6M | -56.1% | +15.6% | -71.7% | -58.9% |
| YTD | +7.4% | +37.6% | -30.3% | -8.1% |
| 1Y | +17.4% | +50.1% | -32.7% | -3.7% |
| 3Y | +429.1% | +183.1% | +246.1% | +218.4% |
| 5Y | +418.8% | +104.8% | +313.9% | +249.1% |
| All | +396.5% | +198.3% | +198.3% | +150.4% |
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