+3,343.4%
STX vs TDY
+479.2%
+2,864.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.2% | -5.0% | -4.4% |
| 7D | -2.3% | -1.1% | -1.1% | -1.7% |
| 30D | -5.5% | -12.0% | +6.6% | +1.8% |
| 3M | -4.3% | -3.2% | -1.1% | -2.1% |
| 6M | +115.6% | -7.9% | +123.5% | +126.9% |
| YTD | +202.2% | +18.2% | +184.0% | +176.4% |
| 1Y | +325.3% | +6.7% | +318.6% | +309.2% |
| 3Y | +1,283.9% | +47.5% | +1,236.4% | +1,006.0% |
| 5Y | +1,048.3% | +39.5% | +1,008.8% | +833.9% |
| All | +3,343.4% | +479.2% | +2,864.2% | +1,090.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling