+50.9%
STLA vs TDY
+479.2%
-428.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.2% | +1.1% | +1.6% |
| 7D | -2.9% | -1.1% | -1.8% | -2.2% |
| 30D | +0.9% | -12.0% | +13.0% | +8.7% |
| 3M | -21.6% | -3.2% | -18.4% | -20.6% |
| 6M | -21.6% | -7.9% | -13.8% | -18.4% |
| YTD | -50.4% | +18.2% | -68.6% | -56.1% |
| 1Y | -43.6% | +6.7% | -50.2% | -46.9% |
| 3Y | -66.4% | +47.5% | -114.0% | -74.3% |
| 5Y | -62.3% | +39.5% | -101.8% | -70.6% |
| All | +50.9% | +479.2% | -428.3% | -50.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling