+156.7%
STT vs TLN
+630.2%
-473.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.1% | -6.9% | -0.6% |
| 7D | -2.5% | -1.3% | -1.2% | -2.5% |
| 30D | -5.0% | -10.5% | +5.5% | -3.9% |
| 3M | -10.5% | +0.1% | -10.6% | -10.9% |
| 6M | +10.0% | -17.4% | +27.4% | +11.3% |
| YTD | +30.7% | -9.7% | +40.3% | +30.3% |
| 1Y | +43.8% | -12.3% | +56.0% | +43.6% |
| 3Y | +168.1% | +528.3% | -360.2% | +118.0% |
| All | +156.7% | +630.2% | -473.6% | +115.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling