+529.5%
TDG vs STT
+267.9%
+261.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | -2.7% | -1.4% | -1.3% | -2.0% |
| 30D | -9.3% | +2.2% | -11.5% | -10.2% |
| 3M | -7.1% | +18.8% | -25.9% | -14.8% |
| 6M | -11.2% | +57.9% | -69.1% | -29.1% |
| YTD | -15.3% | +51.0% | -66.3% | -31.2% |
| 1Y | -12.5% | +77.1% | -89.6% | -34.6% |
| 3Y | +51.2% | +199.8% | -148.6% | -15.4% |
| 5Y | +126.1% | +156.0% | -29.8% | +31.4% |
| All | +529.5% | +267.9% | +261.6% | +202.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling