+96.5%
STM vs TLN
-17.6%
+114.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -8.5% | +2.5% | -2.5% |
| 7D | -6.0% | -6.0% | 0.0% | -3.6% |
| 30D | -20.9% | -1.5% | -19.4% | -20.5% |
| 3M | -15.8% | -3.9% | -11.9% | -14.6% |
| 6M | -17.0% | -15.0% | -2.0% | -12.3% |
| YTD | +76.8% | -12.8% | +89.6% | +82.2% |
| 1Y | +96.5% | -17.3% | +113.8% | +103.8% |
| All | +96.5% | -17.6% | +114.1% | +103.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling