+124.0%
TDG vs STLA
-74.6%
+198.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.4% |
| 7D | +1.7% | -13.8% | +15.5% | +4.8% |
| 30D | +9.7% | -10.5% | +20.2% | +12.0% |
| 3M | -2.3% | -28.9% | +26.5% | +4.3% |
| 6M | +1.3% | -49.7% | +51.1% | +16.1% |
| YTD | -8.5% | -64.9% | +56.5% | +11.9% |
| 1Y | -8.1% | -64.0% | +55.9% | +11.2% |
| 3Y | +43.4% | -77.4% | +120.8% | +89.4% |
| All | +124.0% | -74.6% | +198.6% | +159.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling