+365.4%
STX vs TSLL
-22.3%
+387.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -11.8% | +18.2% | +8.7% |
| 7D | +2.4% | +1.9% | +0.5% | +1.1% |
| 30D | +1.4% | +17.8% | -16.4% | -3.4% |
| 3M | -8.2% | -37.0% | +28.8% | -1.5% |
| 6M | +127.0% | -37.7% | +164.7% | +142.3% |
| YTD | +209.1% | -51.4% | +260.5% | +238.8% |
| 1Y | +365.4% | -23.4% | +388.8% | +379.0% |
| All | +365.4% | -22.3% | +387.7% | +379.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 1y: compounded portfolio wealth divided by compounded TSLL 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…
1y analysis · Full analysis span regression · 6 months rolling