+16.7%
SBUX vs TLN
+710.8%
-694.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | +0.1% |
| 7D | +1.6% | +11.0% | -9.5% | +0.5% |
| 30D | +14.8% | +4.9% | +9.9% | +14.0% |
| 3M | -0.8% | +4.9% | -5.7% | -1.9% |
| 6M | +2.2% | +7.1% | -4.9% | +0.1% |
| YTD | +29.5% | +0.3% | +29.1% | +26.7% |
| 1Y | +27.0% | +5.9% | +21.1% | +23.0% |
| 3Y | +10.9% | +578.5% | -567.5% | -16.4% |
| All | +16.7% | +710.8% | -694.1% | -14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling