+1,092.8%
STX vs TDY
+34.3%
+1,058.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.8% |
| 7D | +8.0% | -1.9% | +9.8% | +9.2% |
| 30D | +5.1% | -12.5% | +17.6% | +14.5% |
| 3M | +5.8% | -0.8% | +6.6% | +7.0% |
| 6M | +124.9% | -9.0% | +133.9% | +139.3% |
| YTD | +213.9% | +16.8% | +197.1% | +187.8% |
| 1Y | +350.4% | +9.5% | +340.9% | +325.7% |
| 3Y | +1,314.2% | +45.4% | +1,268.8% | +1,024.9% |
| 5Y | +1,092.8% | +37.8% | +1,055.0% | +850.6% |
| All | +1,092.8% | +34.3% | +1,058.5% | +850.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling