+126.5%
TDG vs STT
+158.4%
-31.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -2.4% | +1.0% | -3.4% | -2.8% |
| 30D | -8.0% | +2.8% | -10.8% | -9.0% |
| 3M | -10.5% | +18.1% | -28.6% | -16.5% |
| 6M | -11.9% | +59.2% | -71.1% | -27.3% |
| YTD | -15.4% | +51.5% | -66.8% | -28.9% |
| 1Y | -14.2% | +75.7% | -89.9% | -32.5% |
| 3Y | +51.0% | +200.8% | -149.7% | -8.0% |
| 5Y | +126.5% | +155.8% | -29.3% | +42.2% |
| All | +126.5% | +158.4% | -31.9% | +42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling