+170.3%
STT vs TLN
+710.8%
-540.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.6% | +0.2% |
| 7D | +4.8% | +11.0% | -6.3% | +3.5% |
| 30D | +3.9% | +4.9% | -1.0% | +3.1% |
| 3M | -8.2% | +4.9% | -13.1% | -9.1% |
| 6M | +15.6% | +7.1% | +8.5% | +13.5% |
| YTD | +37.6% | +0.3% | +37.3% | +35.5% |
| 1Y | +50.1% | +5.9% | +44.2% | +46.6% |
| 3Y | +183.1% | +578.5% | -395.4% | +127.1% |
| All | +170.3% | +710.8% | -540.5% | +124.1% |
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