+629.7%
STX vs TSLL
-53.8%
+683.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.0% |
| 7D | -17.3% | -11.0% | -6.3% | -16.0% |
| 30D | -35.9% | -5.3% | -30.6% | -35.4% |
| 3M | -37.3% | +20.8% | -58.1% | -39.1% |
| 6M | -35.8% | -36.0% | +0.2% | -33.5% |
| YTD | +82.7% | -47.3% | +130.0% | +91.2% |
| 1Y | +71.6% | -48.4% | +120.1% | +79.4% |
| 3Y | +635.3% | -5.4% | +640.7% | +534.4% |
| All | +629.7% | -53.8% | +683.5% | +575.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling