+252.7%
STLA vs TDY
+1,530.9%
-1,278.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.1% | -2.6% |
| 7D | +0.7% | -0.9% | +1.6% | +1.2% |
| 30D | -2.4% | -12.5% | +10.1% | +4.6% |
| 3M | -23.9% | -1.2% | -22.7% | -23.7% |
| 6M | -24.6% | -6.6% | -18.0% | -22.4% |
| YTD | -50.5% | +18.5% | -69.0% | -55.6% |
| 1Y | -39.8% | +10.8% | -50.6% | -44.0% |
| 3Y | -65.6% | +47.5% | -113.1% | -72.8% |
| 5Y | -62.1% | +35.8% | -97.9% | -68.9% |
| 10Y | +47.8% | +459.0% | -411.2% | -37.6% |
| All | +252.7% | +1,530.9% | -1,278.3% | +17.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling