-53.1%
TE vs STLA
-39.4%
-13.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | -0.2% |
| 7D | +0.2% | -2.9% | +3.1% | +1.2% |
| 30D | -5.9% | +0.9% | -6.9% | -6.4% |
| 3M | -45.6% | -21.6% | -23.9% | -40.7% |
| 6M | -43.4% | -21.6% | -21.7% | -38.0% |
| YTD | -31.0% | -50.4% | +19.4% | -13.6% |
| 1Y | +145.2% | -43.6% | +188.8% | +184.1% |
| 3Y | -24.1% | -66.4% | +42.4% | +10.1% |
| 5Y | -48.1% | -62.3% | +14.2% | -30.3% |
| All | -53.1% | -39.4% | -13.7% | -38.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling