-18.3%
TE vs STLA
-65.4%
+47.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -3.1% | +13.1% | +11.4% |
| 7D | +18.2% | +0.7% | +17.5% | +17.7% |
| 30D | -13.5% | -2.4% | -11.1% | -12.8% |
| 3M | -44.6% | -23.9% | -20.7% | -37.4% |
| 6M | -24.7% | -24.6% | -0.1% | -14.5% |
| YTD | -24.3% | -50.5% | +26.3% | +1.0% |
| 1Y | +155.6% | -39.8% | +195.4% | +184.4% |
| 3Y | -18.3% | -65.6% | +47.4% | +30.5% |
| All | -18.3% | -65.4% | +47.1% | +30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling