+537.0%
TDG vs STLA
+55.1%
+481.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.3% | -1.1% | +0.5% |
| 7D | -1.9% | -2.9% | +1.0% | -1.0% |
| 30D | -7.7% | +0.9% | -8.6% | -8.2% |
| 3M | -9.3% | -21.6% | +12.3% | -3.0% |
| 6M | -9.4% | -21.6% | +12.2% | -3.5% |
| YTD | -14.3% | -50.4% | +36.2% | +3.4% |
| 1Y | -11.8% | -43.6% | +31.7% | +0.3% |
| 3Y | +52.0% | -66.4% | +118.4% | +94.6% |
| 5Y | +128.8% | -62.3% | +191.1% | +168.6% |
| All | +537.0% | +55.1% | +481.9% | +360.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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