+843.5%
TTMI vs STT
+150.3%
+693.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.2% | +4.2% | +3.7% |
| 7D | +12.2% | +2.2% | +10.0% | +10.6% |
| 30D | -5.7% | +3.9% | -9.6% | -7.8% |
| 3M | -27.5% | +19.2% | -46.7% | -34.6% |
| 6M | +47.1% | +60.4% | -13.2% | +11.7% |
| YTD | +87.5% | +51.5% | +36.0% | +46.8% |
| 1Y | +175.2% | +76.3% | +98.9% | +98.6% |
| 3Y | +901.9% | +200.7% | +701.2% | +451.3% |
| 5Y | +843.5% | +157.5% | +686.0% | +400.5% |
| All | +843.5% | +150.3% | +693.1% | +400.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling