+600.9%
TD vs STLA
+178.7%
+422.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | +0.4% |
| 7D | -0.7% | -4.9% | +4.2% | +0.2% |
| 30D | +7.6% | -4.9% | +12.5% | +8.4% |
| 3M | +3.0% | -23.7% | +26.7% | +7.5% |
| 6M | +16.8% | -45.0% | +61.8% | +29.0% |
| YTD | +34.3% | -60.9% | +95.2% | +56.1% |
| 1Y | +56.0% | -58.9% | +114.9% | +79.1% |
| 3Y | +132.4% | -74.4% | +206.8% | +183.4% |
| 5Y | +103.7% | -71.5% | +175.2% | +138.4% |
| 10Y | +299.2% | +5.3% | +293.9% | +271.1% |
| All | +600.9% | +178.7% | +422.1% | +519.7% |
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