+443.6%
STX vs TLT
-34.6%
+478.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -28.5% | +0.1% | -28.6% | -28.5% |
| 30D | -42.9% | +6.2% | -49.1% | -43.0% |
| 3M | -45.9% | -0.3% | -45.6% | -45.9% |
| 6M | -41.3% | -3.4% | -37.9% | -41.1% |
| YTD | +67.9% | -3.1% | +71.1% | +68.4% |
| 1Y | +66.5% | -5.2% | +71.7% | +67.1% |
| 3Y | +588.0% | +6.5% | +581.5% | +588.6% |
| All | +443.6% | -34.6% | +478.2% | +408.2% |
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