-4.0%
STM vs TLN
+630.2%
-634.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +7.1% | -2.7% | +2.3% |
| 7D | -10.7% | -1.3% | -9.4% | -10.3% |
| 30D | -25.7% | -10.5% | -15.3% | -23.2% |
| 3M | -21.6% | +0.1% | -21.7% | -21.7% |
| 6M | -27.8% | -17.4% | -10.4% | -24.3% |
| YTD | +61.8% | -9.7% | +71.4% | +64.2% |
| 1Y | +78.1% | -12.3% | +90.4% | +81.4% |
| 3Y | +4.9% | +528.3% | -523.4% | -36.1% |
| All | -4.0% | +630.2% | -634.2% | -43.5% |
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