+708.1%
STX vs TLT
+5.5%
+702.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | 0.0% | +9.9% | +10.0% |
| 7D | -1.0% | -1.0% | +0.1% | -0.9% |
| 30D | -26.8% | +4.1% | -30.9% | -27.1% |
| 3M | -32.7% | -0.4% | -32.4% | -32.6% |
| 6M | -33.7% | -3.2% | -30.6% | -33.3% |
| YTD | +101.0% | -3.5% | +104.5% | +102.7% |
| 1Y | +92.7% | -5.8% | +98.5% | +95.0% |
| All | +708.1% | +5.5% | +702.6% | +687.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling