+3,343.4%
STX vs TDG
+547.7%
+2,795.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.2% | -4.9% | -4.1% |
| 7D | -2.3% | -1.9% | -0.4% | -1.7% |
| 30D | -5.5% | -7.7% | +2.2% | -2.9% |
| 3M | -4.3% | -9.3% | +5.0% | -1.7% |
| 6M | +115.6% | -9.4% | +125.0% | +120.7% |
| YTD | +202.2% | -14.3% | +216.4% | +213.8% |
| 1Y | +325.3% | -11.8% | +337.1% | +335.1% |
| 3Y | +1,283.9% | +52.0% | +1,231.9% | +1,048.4% |
| 5Y | +1,048.3% | +128.8% | +919.5% | +718.7% |
| All | +3,343.4% | +547.7% | +2,795.8% | +1,560.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling