+17.7%
STM vs TDG
+125.9%
-108.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -1.1% | -2.7% | +1.6% | +0.4% |
| 30D | -7.8% | -9.3% | +1.5% | -2.8% |
| 3M | -28.2% | -7.1% | -21.1% | -25.8% |
| 6M | +52.0% | -11.2% | +63.1% | +59.9% |
| YTD | +96.4% | -15.3% | +111.6% | +111.1% |
| 1Y | +98.8% | -12.5% | +111.3% | +107.8% |
| 3Y | +18.3% | +51.2% | -32.9% | -20.6% |
| 5Y | +17.7% | +126.1% | -108.4% | -41.9% |
| All | +17.7% | +125.9% | -108.2% | -41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling