+9.0%
SBUX vs TLN
+589.3%
-580.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | -0.1% | -1.7% |
| 7D | -6.3% | +5.8% | -12.1% | -6.9% |
| 30D | -3.9% | -6.9% | +3.0% | -3.2% |
| 3M | +3.3% | -10.9% | +14.2% | +4.0% |
| 6M | +1.4% | -4.6% | +6.0% | +0.5% |
| YTD | +21.0% | -14.7% | +35.7% | +21.2% |
| 1Y | +22.4% | -17.9% | +40.3% | +22.8% |
| 3Y | +13.2% | +483.9% | -470.6% | -12.8% |
| All | +9.0% | +589.3% | -580.3% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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