+19.6%
STM vs TDG
+50.2%
-30.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.2% |
| 7D | +1.7% | -2.4% | +4.1% | +2.6% |
| 30D | -5.2% | -8.0% | +2.8% | -2.3% |
| 3M | -29.6% | -10.5% | -19.1% | -27.0% |
| 6M | +54.4% | -11.9% | +66.3% | +60.1% |
| YTD | +99.5% | -15.4% | +114.9% | +109.4% |
| 1Y | +100.8% | -14.2% | +115.0% | +108.4% |
| All | +19.6% | +50.2% | -30.6% | -7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling