+123.8%
STX vs TDG
-5.9%
+129.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +0.7% | -8.9% | -8.1% |
| 7D | -20.2% | +7.1% | -27.3% | -20.0% |
| 30D | -37.2% | +11.4% | -48.6% | -37.2% |
| 3M | -34.1% | -4.6% | -29.5% | -34.1% |
| 6M | -24.5% | +5.8% | -30.3% | -25.1% |
| YTD | +102.9% | -8.5% | +111.4% | +94.4% |
| 1Y | +123.8% | -5.8% | +129.6% | +125.5% |
| All | +123.8% | -5.9% | +129.7% | +125.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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