+264.3%
STT vs TDY
+479.2%
-214.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.4% |
| 7D | -0.4% | -1.1% | +0.7% | +0.2% |
| 30D | +1.7% | -12.0% | +13.8% | +9.8% |
| 3M | +17.9% | -3.2% | +21.1% | +19.7% |
| 6M | +55.3% | -7.9% | +63.2% | +61.8% |
| YTD | +52.7% | +18.2% | +34.4% | +35.3% |
| 1Y | +75.7% | +6.7% | +69.0% | +65.5% |
| 3Y | +197.9% | +47.5% | +150.4% | +125.4% |
| 5Y | +158.8% | +39.5% | +119.3% | +100.3% |
| All | +264.3% | +479.2% | -214.9% | +31.7% |
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