+812.9%
TTMI vs STZ
-38.0%
+850.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.5% | -4.4% | -4.0% |
| 7D | +7.5% | -6.0% | +13.5% | +8.7% |
| 30D | -4.5% | -8.9% | +4.4% | -2.9% |
| 3M | -28.5% | -12.6% | -16.0% | -26.8% |
| 6M | +28.4% | -17.2% | +45.6% | +33.1% |
| YTD | +80.1% | -10.0% | +90.1% | +81.7% |
| 1Y | +161.0% | -14.3% | +175.3% | +166.6% |
| 3Y | +862.4% | -49.9% | +912.3% | +1,045.4% |
| 5Y | +812.9% | -38.2% | +851.2% | +893.2% |
| All | +812.9% | -38.0% | +850.9% | +893.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling