+1,475.7%
STX vs TLN
+602.5%
+873.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.8% | +3.7% | +5.5% |
| 7D | +10.7% | +10.9% | -0.2% | +6.7% |
| 30D | +11.3% | -6.3% | +17.6% | +14.1% |
| 3M | +3.2% | -10.7% | +13.9% | +8.2% |
| 6M | +157.0% | +1.6% | +155.3% | +157.1% |
| YTD | +229.2% | -13.1% | +242.3% | +243.5% |
| 1Y | +381.8% | -15.1% | +396.9% | +407.1% |
| 3Y | +1,383.2% | +495.0% | +888.2% | +912.3% |
| All | +1,475.7% | +602.5% | +873.2% | +953.8% |
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 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