+105.9%
T vs STLA
-64.4%
+170.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.0% |
| 7D | -1.3% | +2.6% | -3.9% | -1.3% |
| 30D | +11.4% | -1.2% | +12.6% | +11.4% |
| 3M | +14.3% | -24.8% | +39.1% | +15.1% |
| 6M | -9.3% | -25.6% | +16.3% | -8.6% |
| YTD | +7.1% | -48.9% | +56.0% | +9.2% |
| 1Y | -9.1% | -38.8% | +29.7% | -8.0% |
| All | +105.9% | -64.4% | +170.3% | +107.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 3y: compounded portfolio wealth divided by compounded STLA 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…
3y analysis · Full analysis span regression · 6 months rolling