+197.5%
STT vs TLN
+602.5%
-405.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -1.5% |
| 7D | +2.2% | +10.9% | -8.7% | +1.0% |
| 30D | +3.9% | -6.3% | +10.2% | +4.5% |
| 3M | +19.2% | -10.7% | +29.9% | +20.1% |
| 6M | +60.4% | +1.6% | +58.8% | +58.2% |
| YTD | +51.5% | -13.1% | +64.5% | +52.2% |
| 1Y | +76.3% | -15.1% | +91.3% | +77.2% |
| 3Y | +200.7% | +495.0% | -294.3% | +146.4% |
| All | +197.5% | +602.5% | -405.0% | +151.7% |
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