+821.2%
STX vs TLN
+710.8%
+110.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.8% | -0.3% | -2.0% |
| 7D | +14.6% | +11.0% | +3.6% | +10.4% |
| 30D | -26.0% | +4.9% | -30.9% | -27.0% |
| 3M | -42.6% | +4.9% | -47.5% | -43.8% |
| 6M | -35.3% | +7.1% | -42.4% | -36.7% |
| YTD | +92.5% | +0.3% | +92.1% | +89.7% |
| 1Y | +102.4% | +5.9% | +96.5% | +96.7% |
| 3Y | +673.8% | +578.5% | +95.4% | +401.6% |
| All | +821.2% | +710.8% | +110.4% | +481.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling