+130.8%
TD vs STLA
-64.4%
+195.2%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.6% | -1.5% |
| 7D | +0.3% | +2.6% | -2.3% | 0.0% |
| 30D | +0.4% | -1.2% | +1.6% | +0.5% |
| 3M | +7.6% | -24.8% | +32.4% | +10.7% |
| 6M | +25.0% | -25.6% | +50.6% | +28.4% |
| YTD | +31.0% | -48.9% | +80.0% | +39.5% |
| 1Y | +65.2% | -38.8% | +103.9% | +71.1% |
| All | +130.8% | -64.4% | +195.2% | +142.9% |
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 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