+19.6%
STM vs TDY
+34.0%
-14.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | +0.5% |
| 7D | +1.7% | -1.8% | +3.5% | +3.2% |
| 30D | -5.2% | -13.8% | +8.6% | +6.7% |
| 3M | -29.6% | -3.9% | -25.7% | -27.0% |
| 6M | +54.4% | -9.0% | +63.3% | +67.2% |
| YTD | +99.5% | +16.5% | +83.0% | +77.9% |
| 1Y | +100.8% | +9.3% | +91.5% | +88.0% |
| 3Y | +20.2% | +45.1% | -24.9% | -10.5% |
| All | +19.6% | +34.0% | -14.4% | -10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling