+303.8%
TD vs STLA
+55.1%
+248.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | +0.1% |
| 7D | -0.5% | -2.9% | +2.3% | +0.2% |
| 30D | -1.9% | +0.9% | -2.8% | -2.4% |
| 3M | +4.8% | -21.6% | +26.4% | +10.6% |
| 6M | +28.0% | -21.6% | +49.6% | +34.3% |
| YTD | +30.3% | -50.4% | +80.7% | +51.6% |
| 1Y | +59.8% | -43.6% | +103.3% | +77.7% |
| 3Y | +124.7% | -66.4% | +191.1% | +177.3% |
| 5Y | +127.0% | -62.3% | +189.3% | +161.2% |
| All | +303.8% | +55.1% | +248.7% | +223.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling