+443.1%
TTMI vs STZ
+2,106.5%
-1,663.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.7% | +9.6% | +9.1% |
| 7D | +5.9% | -1.9% | +7.8% | +6.5% |
| 30D | -4.3% | -1.9% | -2.4% | -4.0% |
| 3M | -32.0% | -6.2% | -25.8% | -31.1% |
| 6M | +19.5% | -14.0% | +33.5% | +24.6% |
| YTD | +82.0% | -5.1% | +87.1% | +82.1% |
| 1Y | +172.6% | -9.6% | +182.2% | +176.3% |
| 3Y | +744.7% | -47.2% | +791.9% | +913.7% |
| 5Y | +805.6% | -33.6% | +839.1% | +890.9% |
| 10Y | +1,057.6% | -9.8% | +1,067.4% | +976.6% |
| All | +443.1% | +2,106.5% | -1,663.4% | +40.9% |
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