+655.9%
STM vs TDY
+479.2%
+176.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +0.6% |
| 7D | -1.4% | -1.1% | -0.3% | -0.6% |
| 30D | -4.9% | -12.0% | +7.1% | +4.3% |
| 3M | -34.0% | -3.2% | -30.8% | -32.3% |
| 6M | +51.8% | -7.9% | +59.7% | +62.2% |
| YTD | +99.4% | +18.2% | +81.1% | +77.6% |
| 1Y | +99.1% | +6.7% | +92.4% | +90.8% |
| 3Y | +19.5% | +47.5% | -28.1% | -9.9% |
| 5Y | +19.5% | +39.5% | -20.0% | -6.8% |
| All | +655.9% | +479.2% | +176.6% | +139.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling