+583.5%
TD vs STLA
+263.8%
+319.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.6% | -1.6% |
| 7D | +0.3% | +2.6% | -2.3% | -0.2% |
| 30D | +0.4% | -1.2% | +1.6% | +0.4% |
| 3M | +7.6% | -24.8% | +32.4% | +12.8% |
| 6M | +25.0% | -25.6% | +50.6% | +30.9% |
| YTD | +31.0% | -48.9% | +80.0% | +45.6% |
| 1Y | +65.2% | -38.8% | +103.9% | +76.0% |
| 3Y | +122.5% | -64.5% | +187.0% | +156.3% |
| 5Y | +124.8% | -62.4% | +187.2% | +151.1% |
| 10Y | +298.2% | +55.4% | +242.8% | +249.3% |
| All | +583.5% | +263.8% | +319.6% | +478.2% |
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