+187.6%
TTMI vs STT
+352.7%
-165.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.2% | +6.7% | +6.8% |
| 7D | -19.8% | -2.5% | -17.3% | -18.6% |
| 30D | -48.1% | -5.0% | -43.2% | -46.4% |
| 3M | -51.2% | -10.0% | -41.2% | -48.1% |
| 6M | -59.6% | +10.6% | -70.2% | -61.3% |
| YTD | -3.6% | +31.4% | -35.0% | -15.2% |
| 1Y | -2.3% | +44.5% | -46.9% | -17.8% |
| 3Y | +369.4% | +169.5% | +199.9% | +189.9% |
| 5Y | +365.4% | +102.5% | +263.0% | +218.7% |
| 10Y | +413.2% | +213.0% | +200.2% | +158.5% |
| All | +187.6% | +352.7% | -165.1% | -25.3% |
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