+703.8%
STX vs TLN
+630.2%
+73.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.1% | -8.3% | -3.8% |
| 7D | -28.5% | -1.3% | -27.2% | -28.0% |
| 30D | -42.9% | -10.5% | -32.4% | -40.5% |
| 3M | -45.9% | +0.1% | -46.0% | -46.2% |
| 6M | -41.3% | -17.4% | -23.9% | -37.6% |
| YTD | +67.9% | -9.7% | +77.6% | +71.8% |
| 1Y | +66.5% | -12.3% | +78.8% | +71.8% |
| 3Y | +588.0% | +528.3% | +59.7% | +359.7% |
| All | +703.8% | +630.2% | +73.6% | +427.1% |
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 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