+1,084.3%
TTMI vs STZ
-10.3%
+1,094.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -2.1% |
| 7D | +6.0% | -4.1% | +10.1% | +7.2% |
| 30D | -6.4% | -7.6% | +1.2% | -4.6% |
| 3M | -28.9% | -12.3% | -16.6% | -26.5% |
| 6M | +26.9% | -16.3% | +43.2% | +32.8% |
| YTD | +77.3% | -8.4% | +85.7% | +78.9% |
| 1Y | +147.5% | -10.8% | +158.3% | +151.2% |
| 3Y | +847.6% | -49.0% | +896.6% | +1,047.9% |
| 5Y | +802.2% | -36.5% | +838.7% | +894.9% |
| All | +1,084.3% | -10.3% | +1,094.7% | +1,046.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling