+570.6%
STX vs TSLL
-58.7%
+629.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.6% | -9.8% | -2.3% |
| 7D | -28.5% | -21.2% | -7.3% | -26.2% |
| 30D | -42.9% | -13.3% | -29.6% | -41.8% |
| 3M | -45.9% | +15.4% | -61.3% | -47.2% |
| 6M | -41.3% | -34.2% | -7.1% | -39.3% |
| YTD | +67.9% | -52.9% | +120.8% | +78.2% |
| 1Y | +66.5% | -54.3% | +120.9% | +76.7% |
| 3Y | +588.0% | -18.4% | +606.3% | +504.5% |
| All | +570.6% | -58.7% | +629.3% | +529.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling