+74.7%
STT vs TDY
+11.8%
+62.9%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | +0.5% | -1.8% | +2.3% | +1.1% |
| 30D | +3.9% | -10.7% | +14.5% | +7.8% |
| 3M | +20.0% | -1.3% | +21.2% | +20.2% |
| 6M | +55.3% | -10.6% | +65.9% | +60.1% |
| YTD | +53.3% | +19.6% | +33.8% | +42.3% |
| 1Y | +74.7% | +11.6% | +63.1% | +66.3% |
| All | +74.7% | +11.8% | +62.9% | +66.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling