+144.9%
TE vs STLA
-40.1%
+185.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.2% | -6.5% | -6.7% |
| 7D | +0.9% | -3.8% | +4.7% | +1.1% |
| 30D | -16.3% | -3.1% | -13.2% | -16.2% |
| 3M | -40.8% | -19.6% | -21.1% | -40.0% |
| 6M | -42.6% | -23.5% | -19.1% | -40.7% |
| YTD | -31.4% | -51.5% | +20.1% | -32.0% |
| 1Y | +144.9% | -39.7% | +184.6% | +159.3% |
| All | +144.9% | -40.1% | +185.0% | +159.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling