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  • STX vs TLT✓SelectedUSD · TLTSTX vs TLT performance historyLatest closeAs of+6.49%09/08
Stock and ETF performance explorer

STX vs TLT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,676.0%
TLT return
-21.3%
Excess return
+3,697.3%
Maximum drawdown
-57.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioTLTExcessAlpha
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