+3,676.0%
STX vs TLT
-21.3%
+3,697.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | 0.0% | +6.5% | +6.5% |
| 7D | +10.7% | +0.4% | +10.3% | +10.9% |
| 30D | +11.3% | -0.3% | +11.6% | +11.3% |
| 3M | +3.2% | -1.7% | +5.0% | +2.9% |
| 6M | +157.0% | -4.9% | +161.9% | +154.0% |
| YTD | +229.2% | -2.8% | +232.0% | +227.2% |
| 1Y | +381.8% | -4.2% | +386.1% | +377.3% |
| 3Y | +1,383.2% | -1.1% | +1,384.3% | +1,376.7% |
| 5Y | +1,144.9% | -33.7% | +1,178.6% | +924.5% |
| 10Y | +3,676.0% | -20.7% | +3,696.7% | +3,675.0% |
| All | +3,676.0% | -21.3% | +3,697.3% | +3,675.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling