+476.2%
STX vs TLT
-35.2%
+511.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -3.1% |
| 7D | +14.6% | -3.1% | +17.7% | +14.6% |
| 30D | -26.0% | +1.0% | -27.0% | -26.0% |
| 3M | -42.6% | -2.7% | -39.9% | -42.6% |
| 6M | -35.3% | -4.1% | -31.1% | -35.2% |
| YTD | +92.5% | -5.4% | +97.8% | +93.0% |
| 1Y | +102.4% | -7.0% | +109.4% | +103.0% |
| 3Y | +673.8% | +2.8% | +671.0% | +674.3% |
| All | +476.2% | -35.2% | +511.3% | +433.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling