+12,981.4%
TDG vs STT
+379.7%
+12,601.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.2% | -1.1% |
| 7D | -0.9% | +2.2% | -3.1% | -1.6% |
| 30D | -6.5% | +3.9% | -10.4% | -7.7% |
| 3M | -5.1% | +19.2% | -24.2% | -10.6% |
| 6M | -11.5% | +60.4% | -71.9% | -24.6% |
| YTD | -13.9% | +51.5% | -65.3% | -25.4% |
| 1Y | -11.5% | +76.3% | -87.7% | -27.3% |
| 3Y | +53.7% | +200.7% | -147.1% | +4.4% |
| 5Y | +135.5% | +157.5% | -22.0% | +65.1% |
| 10Y | +535.2% | +262.0% | +273.2% | +291.2% |
| All | +12,981.4% | +379.7% | +12,601.7% | +5,659.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling