+16,011.1%
STX vs TLT
+112.6%
+15,898.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.2% | +6.2% | +6.4% |
| 7D | +2.4% | -0.4% | +2.8% | +2.1% |
| 30D | +1.4% | -0.6% | +2.0% | +1.2% |
| 3M | -8.2% | -2.7% | -5.5% | -9.5% |
| 6M | +127.0% | -5.6% | +132.7% | +119.7% |
| YTD | +209.1% | -2.8% | +211.9% | +204.4% |
| 1Y | +365.4% | -1.4% | +366.9% | +362.3% |
| 3Y | +1,135.4% | -1.6% | +1,137.0% | +1,121.0% |
| 5Y | +991.5% | -33.8% | +1,025.3% | +715.1% |
| 10Y | +3,695.8% | -21.1% | +3,717.0% | +3,333.9% |
| All | +16,011.1% | +112.6% | +15,898.5% | +35,623.6% |
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 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