+1,379.7%
STX vs TLN
+583.6%
+796.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.8% | +2.6% | +5.0% |
| 7D | +2.4% | +7.1% | -4.7% | -0.2% |
| 30D | +1.4% | -3.9% | +5.3% | +2.9% |
| 3M | -8.2% | -16.2% | +7.9% | -1.7% |
| 6M | +127.0% | -5.8% | +132.8% | +132.8% |
| YTD | +209.1% | -15.4% | +224.6% | +225.7% |
| 1Y | +365.4% | -16.7% | +382.1% | +393.6% |
| 3Y | +1,135.4% | +473.8% | +661.6% | +753.0% |
| All | +1,379.7% | +583.6% | +796.1% | +899.1% |
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 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