+391.8%
STM vs TDG
+13,257.8%
-12,866.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.7% |
| 7D | +5.8% | -2.0% | +7.8% | +6.9% |
| 30D | -1.0% | -7.4% | +6.4% | +2.9% |
| 3M | -33.3% | -5.4% | -27.9% | -31.9% |
| 6M | +57.4% | -11.6% | +69.0% | +65.8% |
| YTD | +102.2% | -12.6% | +114.8% | +113.3% |
| 1Y | +99.6% | -9.3% | +108.9% | +105.1% |
| 3Y | +14.5% | +49.2% | -34.7% | -12.5% |
| 5Y | +21.4% | +132.1% | -110.8% | -27.2% |
| 10Y | +695.0% | +544.8% | +150.1% | +144.7% |
| All | +391.8% | +13,257.8% | -12,866.0% | -68.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling