+123.8%
STX vs TDY
+22.9%
+100.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -4.8% | -3.4% | -3.9% |
| 7D | -20.2% | -5.0% | -15.1% | -16.1% |
| 30D | -37.2% | +2.0% | -39.2% | -37.8% |
| 3M | -34.1% | -7.7% | -26.3% | -29.0% |
| 6M | -24.5% | -0.9% | -23.6% | -23.2% |
| YTD | +102.9% | +23.7% | +79.2% | +72.1% |
| 1Y | +123.8% | +23.6% | +100.2% | +90.2% |
| All | +123.8% | +22.9% | +100.9% | +90.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling