-9.3%
TDG vs STT
+75.3%
-84.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -2.0% | +0.5% | -2.5% | -2.1% |
| 30D | -7.4% | +3.9% | -11.2% | -8.1% |
| 3M | -5.4% | +20.0% | -25.3% | -9.1% |
| 6M | -11.6% | +55.3% | -67.0% | -19.6% |
| YTD | -12.6% | +53.3% | -66.0% | -20.3% |
| 1Y | -9.3% | +74.7% | -84.0% | -18.5% |
| All | -9.3% | +75.3% | -84.7% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 1y: compounded portfolio wealth divided by compounded STT 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…
1y analysis · Full analysis span regression · 6 months rolling