+443.1%
TTMI vs STT
+428.3%
+14.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.2% | +8.7% | +8.8% |
| 7D | +5.9% | +0.5% | +5.4% | +5.6% |
| 30D | -4.3% | +3.9% | -8.2% | -6.1% |
| 3M | -32.0% | +20.0% | -52.0% | -38.0% |
| 6M | +19.5% | +55.3% | -35.9% | -4.0% |
| YTD | +82.0% | +53.3% | +28.7% | +46.8% |
| 1Y | +172.6% | +74.7% | +97.9% | +106.5% |
| 3Y | +744.7% | +205.8% | +538.8% | +384.8% |
| 5Y | +805.6% | +145.0% | +660.5% | +455.8% |
| 10Y | +1,057.6% | +266.0% | +791.6% | +434.5% |
| All | +443.1% | +428.3% | +14.8% | +29.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling