-45.4%
TE vs STLA
-63.2%
+17.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.9% | -1.1% | -2.0% |
| 7D | +15.0% | +0.4% | +14.6% | +14.6% |
| 30D | -7.5% | -5.2% | -2.3% | -5.2% |
| 3M | -42.0% | -24.9% | -17.1% | -33.1% |
| 6M | -31.4% | -25.2% | -6.2% | -20.9% |
| YTD | -26.5% | -51.4% | +24.9% | +1.6% |
| 1Y | +153.1% | -40.7% | +193.8% | +193.3% |
| 3Y | -20.7% | -66.3% | +45.6% | +36.1% |
| 5Y | -45.4% | -63.2% | +17.8% | -16.9% |
| All | -45.4% | -63.2% | +17.7% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling