+702.6%
STX vs TSLL
-51.1%
+753.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +5.8% | +4.2% | +9.2% |
| 7D | -1.0% | +0.5% | -1.4% | -0.9% |
| 30D | -26.8% | +2.7% | -29.4% | -26.9% |
| 3M | -32.7% | +26.3% | -59.0% | -35.0% |
| 6M | -33.7% | -37.2% | +3.4% | -31.3% |
| YTD | +101.0% | -44.2% | +145.2% | +108.9% |
| 1Y | +92.7% | -44.0% | +136.7% | +99.5% |
| 3Y | +708.7% | 0.0% | +708.7% | +593.0% |
| All | +702.6% | -51.1% | +753.7% | +638.2% |
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