+265.9%
T vs STLA
+189.9%
+76.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.6% | -0.8% |
| 7D | +1.0% | -4.5% | +5.6% | +1.5% |
| 30D | -10.6% | -3.9% | -6.7% | -10.3% |
| 3M | -7.7% | -20.2% | +12.4% | -5.9% |
| 6M | -13.3% | -42.2% | +28.9% | -8.8% |
| YTD | -8.8% | -59.3% | +50.6% | -1.1% |
| 1Y | -8.4% | -56.1% | +47.7% | -1.7% |
| 3Y | +59.6% | -73.7% | +133.3% | +78.0% |
| 5Y | +52.1% | -70.3% | +122.4% | +64.6% |
| 10Y | +56.9% | +23.1% | +33.8% | +49.3% |
| All | +265.9% | +189.9% | +76.0% | +239.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling