+668.5%
STX vs TSLL
-51.4%
+719.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.7% | +0.6% | -2.6% |
| 7D | +14.6% | +17.8% | -3.2% | +12.3% |
| 30D | -26.0% | +8.2% | -34.2% | -26.5% |
| 3M | -42.6% | +20.9% | -63.5% | -44.2% |
| 6M | -35.3% | -37.5% | +2.2% | -32.8% |
| YTD | +92.5% | -44.5% | +137.0% | +100.1% |
| 1Y | +102.4% | -33.0% | +135.4% | +105.7% |
| 3Y | +673.8% | -6.4% | +680.2% | +569.2% |
| All | +668.5% | -51.4% | +719.9% | +607.2% |
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 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