+775.0%
STT vs TDY
+7,071.3%
-6,296.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.9% |
| 7D | +2.2% | -0.9% | +3.1% | +2.5% |
| 30D | +3.9% | -12.5% | +16.4% | +9.1% |
| 3M | +19.2% | -1.2% | +20.4% | +19.5% |
| 6M | +60.4% | -6.6% | +67.0% | +63.8% |
| YTD | +51.5% | +18.5% | +33.0% | +41.3% |
| 1Y | +76.3% | +10.8% | +65.5% | +68.3% |
| 3Y | +200.7% | +47.5% | +153.2% | +157.3% |
| 5Y | +157.5% | +35.8% | +121.7% | +126.9% |
| 10Y | +262.0% | +459.0% | -197.0% | +100.0% |
| All | +775.0% | +7,071.3% | -6,296.4% | +217.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling