+1,092.8%
STX vs TDG
+125.9%
+966.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.7% |
| 7D | +8.0% | -2.7% | +10.7% | +9.1% |
| 30D | +5.1% | -9.3% | +14.4% | +9.0% |
| 3M | +5.8% | -7.1% | +12.8% | +8.0% |
| 6M | +124.9% | -11.2% | +136.1% | +132.6% |
| YTD | +213.9% | -15.3% | +229.2% | +228.6% |
| 1Y | +350.4% | -12.5% | +362.9% | +361.3% |
| 3Y | +1,314.2% | +51.2% | +1,263.0% | +957.7% |
| 5Y | +1,092.8% | +126.1% | +966.7% | +585.1% |
| All | +1,092.8% | +125.9% | +966.9% | +585.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling