+2,108.4%
STX vs TLT
-12.5%
+2,120.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | 0.0% | +9.9% | +10.0% |
| 7D | -1.0% | -1.0% | +0.1% | -1.2% |
| 30D | -26.8% | +3.7% | -30.4% | -26.0% |
| 3M | -32.7% | -0.8% | -31.9% | -32.7% |
| 6M | -33.7% | -3.6% | -30.2% | -34.2% |
| YTD | +101.0% | -3.9% | +104.9% | +99.5% |
| 1Y | +92.7% | -6.2% | +98.9% | +90.0% |
| 3Y | +708.7% | +4.2% | +704.6% | +725.2% |
| 5Y | +504.0% | -34.7% | +538.7% | +393.4% |
| 10Y | +2,108.4% | -11.8% | +2,120.2% | +2,110.5% |
| All | +2,108.4% | -12.5% | +2,120.8% | +2,110.5% |
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