-63.1%
STLA vs TDY
+34.3%
-97.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -3.8% | -1.9% | -2.0% | -2.8% |
| 30D | -3.1% | -12.5% | +9.4% | +4.5% |
| 3M | -19.6% | -0.8% | -18.8% | -19.8% |
| 6M | -23.5% | -9.0% | -14.5% | -19.8% |
| YTD | -51.5% | +16.8% | -68.3% | -57.2% |
| 1Y | -39.7% | +9.5% | -49.1% | -44.5% |
| 3Y | -66.3% | +45.4% | -111.7% | -74.4% |
| 5Y | -63.1% | +37.8% | -101.0% | -71.8% |
| All | -63.1% | +34.3% | -97.4% | -71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling