+901.9%
TTMI vs STZ
-50.3%
+952.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -5.6% | +8.6% | +3.5% |
| 7D | +12.2% | -7.4% | +19.5% | +13.0% |
| 30D | -5.7% | -10.9% | +5.2% | -4.7% |
| 3M | -27.5% | -13.4% | -14.1% | -26.4% |
| 6M | +47.1% | -16.2% | +63.3% | +50.4% |
| YTD | +87.5% | -10.4% | +97.9% | +88.9% |
| 1Y | +175.2% | -14.8% | +190.0% | +179.7% |
| 3Y | +901.9% | -50.1% | +952.1% | +1,002.5% |
| All | +901.9% | -50.3% | +952.3% | +1,002.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling