+172.6%
TTMI vs STZ
-10.2%
+182.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.7% | +9.6% | +8.9% |
| 7D | +5.9% | -1.9% | +7.8% | +5.9% |
| 30D | -4.3% | -1.9% | -2.4% | -4.4% |
| 3M | -32.0% | -6.2% | -25.8% | -31.6% |
| 6M | +19.5% | -14.0% | +33.5% | +21.9% |
| YTD | +82.0% | -5.1% | +87.1% | +85.1% |
| 1Y | +172.6% | -9.6% | +182.2% | +185.1% |
| All | +172.6% | -10.2% | +182.8% | +185.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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