+123.8%
STX vs TLT
-5.4%
+129.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +0.8% | -8.9% | -8.0% |
| 7D | -20.2% | +1.0% | -21.1% | -20.0% |
| 30D | -37.2% | +6.0% | -43.2% | -37.5% |
| 3M | -34.1% | -0.9% | -33.1% | -32.8% |
| 6M | -24.5% | -2.3% | -22.2% | -22.3% |
| YTD | +102.9% | -3.3% | +106.3% | +113.3% |
| 1Y | +123.8% | -5.6% | +129.4% | +136.1% |
| All | +123.8% | -5.4% | +129.2% | +136.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 1y: compounded portfolio wealth divided by compounded TLT 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…
1y analysis · Full analysis span regression · 6 months rolling