+60.4%
TD vs STLA
-41.2%
+101.7%
-7.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.7% | -1.0% |
| 7D | -1.9% | +0.4% | -2.3% | -1.9% |
| 30D | -1.6% | -5.2% | +3.6% | -1.3% |
| 3M | +4.6% | -24.9% | +29.5% | +6.5% |
| 6M | +26.8% | -25.2% | +52.0% | +29.0% |
| YTD | +28.3% | -51.4% | +79.7% | +33.3% |
| 1Y | +60.4% | -40.7% | +101.1% | +65.4% |
| All | +60.4% | -41.2% | +101.7% | +65.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling