+153.8%
STT vs TDY
+37.4%
+116.5%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -1.4% | -1.9% | +0.5% | -0.3% |
| 30D | +2.2% | -12.5% | +14.7% | +10.1% |
| 3M | +18.8% | -0.8% | +19.6% | +18.8% |
| 6M | +57.9% | -9.0% | +66.9% | +65.3% |
| YTD | +51.0% | +16.8% | +34.2% | +35.0% |
| 1Y | +77.1% | +9.5% | +67.7% | +64.3% |
| 3Y | +199.8% | +45.4% | +154.4% | +129.0% |
| All | +153.8% | +37.4% | +116.5% | +90.1% |
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