+9,423.5%
STX vs TLT
+110.0%
+9,313.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -1.7% |
| 7D | -17.3% | -0.3% | -17.0% | -17.4% |
| 30D | -35.9% | +3.7% | -39.7% | -34.4% |
| 3M | -37.3% | -0.7% | -36.7% | -37.3% |
| 6M | -35.8% | -4.2% | -31.6% | -37.1% |
| YTD | +82.7% | -4.0% | +86.7% | +79.1% |
| 1Y | +71.6% | -5.8% | +77.5% | +66.1% |
| 3Y | +635.3% | +4.1% | +631.2% | +658.9% |
| 5Y | +483.8% | -34.8% | +518.6% | +333.0% |
| 10Y | +1,967.8% | -12.3% | +1,980.1% | +1,954.1% |
| All | +9,423.5% | +110.0% | +9,313.5% | +20,921.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling