+66.5%
STX vs TSLL
-57.5%
+124.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.6% | -9.8% | -3.3% |
| 7D | -28.5% | -21.2% | -7.3% | -24.2% |
| 30D | -42.9% | -13.3% | -29.6% | -40.7% |
| 3M | -45.9% | +15.4% | -61.3% | -48.3% |
| 6M | -41.3% | -34.2% | -7.1% | -36.6% |
| YTD | +67.9% | -52.9% | +120.8% | +87.3% |
| 1Y | +66.5% | -54.3% | +120.9% | +84.2% |
| All | +66.5% | -57.5% | +124.0% | +84.2% |
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