+17,056.4%
STX vs TDY
+4,167.1%
+12,889.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.9% | +7.4% | +7.0% |
| 7D | +10.7% | -0.9% | +11.6% | +11.2% |
| 30D | +11.3% | -12.5% | +23.7% | +19.4% |
| 3M | +3.2% | -1.2% | +4.4% | +4.3% |
| 6M | +157.0% | -6.6% | +163.5% | +167.7% |
| YTD | +229.2% | +18.5% | +210.7% | +202.9% |
| 1Y | +381.8% | +10.8% | +371.1% | +356.2% |
| 3Y | +1,383.2% | +47.5% | +1,335.7% | +1,107.1% |
| 5Y | +1,144.9% | +35.8% | +1,109.1% | +945.7% |
| 10Y | +3,676.0% | +459.0% | +3,217.1% | +1,395.6% |
| All | +17,056.4% | +4,167.1% | +12,889.2% | +2,858.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling