+465.1%
STM vs TDG
+551.7%
-86.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | 0.0% |
| 7D | +12.0% | +1.7% | +10.3% | +11.1% |
| 30D | -0.4% | +9.7% | -10.1% | -4.8% |
| 3M | -13.2% | -2.3% | -10.9% | -12.2% |
| 6M | -26.1% | +1.3% | -27.4% | -27.2% |
| YTD | +81.2% | -8.5% | +89.6% | +86.2% |
| 1Y | +98.3% | -8.1% | +106.4% | +103.2% |
| 3Y | +16.7% | +43.4% | -26.7% | -7.5% |
| 5Y | -4.8% | +127.8% | -132.6% | -40.9% |
| All | +465.1% | +551.7% | -86.6% | +114.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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