-79.9%
TE vs STLA
-56.7%
-23.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -6.1% | -1.4% | -5.2% |
| 7D | -13.6% | -13.1% | -0.5% | -8.8% |
| 30D | -37.7% | -13.3% | -24.4% | -34.2% |
| 3M | -59.8% | -27.9% | -31.9% | -54.8% |
| 6M | -66.3% | -47.8% | -18.5% | -57.1% |
| YTD | -70.5% | -64.6% | -6.0% | -58.2% |
| 1Y | -48.8% | -64.0% | +15.2% | -28.4% |
| 3Y | +31.3% | -76.8% | +108.2% | +117.0% |
| 5Y | -82.0% | -74.2% | -7.9% | -72.6% |
| All | -79.9% | -56.7% | -23.3% | -70.2% |
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 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