+123.8%
STX vs TSLL
-48.4%
+172.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -6.3% | -1.8% | -6.7% |
| 7D | -20.2% | -9.4% | -10.8% | -18.4% |
| 30D | -37.2% | +1.6% | -38.8% | -37.4% |
| 3M | -34.1% | +29.4% | -63.5% | -38.9% |
| 6M | -24.5% | -20.1% | -4.3% | -22.2% |
| YTD | +102.9% | -44.5% | +147.4% | +119.3% |
| 1Y | +123.8% | -46.0% | +169.8% | +139.2% |
| All | +123.8% | -48.4% | +172.2% | +139.2% |
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