+603.2%
TD vs STLA
+168.9%
+434.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.9% | +1.0% |
| 7D | -3.1% | -11.6% | +8.6% | -0.9% |
| 30D | +6.7% | -6.2% | +12.9% | +7.7% |
| 3M | +3.1% | -24.6% | +27.7% | +7.9% |
| 6M | +17.6% | -44.9% | +62.5% | +29.8% |
| YTD | +34.8% | -62.3% | +97.0% | +57.6% |
| 1Y | +55.6% | -61.8% | +117.4% | +81.1% |
| 3Y | +133.1% | -75.3% | +208.5% | +186.2% |
| 5Y | +104.7% | -72.5% | +177.2% | +141.1% |
| 10Y | +303.6% | +0.8% | +302.8% | +277.9% |
| All | +603.2% | +168.9% | +434.3% | +525.8% |
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