+1,019.5%
STX vs TLT
-33.4%
+1,052.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.2% | +6.2% | +6.3% |
| 7D | +2.4% | -0.4% | +2.8% | +2.4% |
| 30D | +1.4% | -0.6% | +2.0% | +1.4% |
| 3M | -8.2% | -2.7% | -5.5% | -8.1% |
| 6M | +127.0% | -5.6% | +132.7% | +127.7% |
| YTD | +209.1% | -2.8% | +211.9% | +209.8% |
| 1Y | +365.4% | -1.4% | +366.9% | +365.6% |
| 3Y | +1,135.4% | -1.6% | +1,137.0% | +1,124.9% |
| All | +1,019.5% | -33.4% | +1,052.9% | +968.6% |
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