+59.2%
STT vs TDY
-7.1%
+66.3%
-5.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.6% |
| 7D | +1.0% | -1.8% | +2.8% | +1.7% |
| 30D | +2.8% | -13.8% | +16.6% | +8.6% |
| 3M | +18.1% | -3.9% | +22.0% | +19.7% |
| 6M | +59.2% | -9.0% | +68.2% | +65.7% |
| All | +59.2% | -7.1% | +66.3% | +65.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling