+3.3%
TTMI vs STT
+48.0%
-44.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.5% | -4.6% |
| 7D | -11.5% | +1.1% | -12.6% | -12.1% |
| 30D | -40.3% | -1.9% | -38.4% | -38.2% |
| 3M | -44.5% | -7.6% | -36.9% | -38.7% |
| 6M | -54.1% | +16.0% | -70.1% | -59.3% |
| YTD | +4.7% | +36.2% | -31.5% | -25.1% |
| 1Y | +3.3% | +46.8% | -43.4% | -36.0% |
| All | +3.3% | +48.0% | -44.6% | -36.0% |
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