-80.5%
TE vs STLA
-57.1%
-23.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.7% |
| 7D | -19.1% | -13.8% | -5.3% | -14.3% |
| 30D | -34.1% | -10.5% | -23.6% | -31.3% |
| 3M | -60.1% | -28.9% | -31.3% | -54.9% |
| 6M | -66.0% | -49.7% | -16.2% | -56.0% |
| YTD | -71.4% | -64.9% | -6.5% | -59.3% |
| 1Y | -45.3% | -64.0% | +18.8% | -23.5% |
| 3Y | +9.1% | -77.4% | +86.6% | +81.8% |
| 5Y | -82.6% | -74.4% | -8.2% | -73.3% |
| All | -80.5% | -57.1% | -23.4% | -71.0% |
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