+381.6%
TTMI vs STT
+170.1%
+211.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.2% | +6.7% | +6.7% |
| 7D | -19.8% | -2.5% | -17.3% | -17.6% |
| 30D | -48.1% | -5.0% | -43.2% | -45.1% |
| 3M | -51.2% | -10.0% | -41.2% | -45.7% |
| 6M | -59.6% | +10.6% | -70.2% | -62.2% |
| YTD | -3.6% | +31.4% | -35.0% | -22.3% |
| 1Y | -2.3% | +44.5% | -46.9% | -26.8% |
| All | +381.6% | +170.1% | +211.5% | +109.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling