-38.8%
STLA vs TDY
+11.8%
-50.5%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.1% |
| 7D | +2.6% | -1.8% | +4.4% | +3.3% |
| 30D | -1.2% | -10.7% | +9.4% | +3.0% |
| 3M | -24.8% | -1.3% | -23.5% | -24.9% |
| 6M | -25.6% | -10.6% | -15.0% | -23.3% |
| YTD | -48.9% | +19.6% | -68.5% | -57.1% |
| 1Y | -38.8% | +11.6% | -50.4% | -46.2% |
| All | -38.8% | +11.8% | -50.5% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1y: compounded portfolio wealth divided by compounded TDY 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…
1y analysis · Full analysis span regression · 6 months rolling