+1,883.6%
STX vs TLT
-16.7%
+1,900.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -28.5% | +0.1% | -28.6% | -28.4% |
| 30D | -42.9% | +6.2% | -49.1% | -42.0% |
| 3M | -45.9% | +0.1% | -46.0% | -45.8% |
| 6M | -41.3% | -3.0% | -38.3% | -41.6% |
| YTD | +67.9% | -2.7% | +70.7% | +67.2% |
| 1Y | +66.5% | -4.8% | +71.4% | +64.8% |
| 3Y | +588.0% | +6.9% | +581.1% | +608.0% |
| 5Y | +449.1% | -34.5% | +483.5% | +347.7% |
| All | +1,883.6% | -16.7% | +1,900.3% | +1,854.7% |
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