+240.3%
TTMI vs STZ
+2,400.7%
-2,160.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.0% | +9.9% | +9.3% |
| 7D | +7.2% | -0.9% | +8.2% | +7.6% |
| 30D | -28.7% | +14.9% | -43.6% | -32.9% |
| 3M | -39.8% | +8.4% | -48.2% | -42.8% |
| 6M | -51.7% | +2.8% | -54.5% | -53.6% |
| YTD | +14.1% | +7.5% | +6.5% | +7.2% |
| 1Y | +16.0% | +12.5% | +3.4% | +7.0% |
| 3Y | +452.7% | -35.4% | +488.1% | +505.7% |
| 5Y | +451.5% | -29.3% | +480.8% | +480.6% |
| 10Y | +443.1% | +11.8% | +431.3% | +361.0% |
| All | +240.3% | +2,400.7% | -2,160.3% | -17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling