-79.0%
TE vs STLA
-70.3%
-8.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.7% | -2.9% |
| 7D | -10.5% | -6.4% | -4.2% | -7.6% |
| 30D | -32.4% | -1.3% | -31.1% | -32.1% |
| 3M | -60.9% | -19.9% | -40.9% | -56.6% |
| 6M | -62.8% | -42.9% | -19.9% | -50.6% |
| YTD | -65.7% | -59.4% | -6.3% | -48.3% |
| 1Y | -39.9% | -56.8% | +16.9% | -13.8% |
| 3Y | +10.6% | -73.1% | +83.7% | +111.8% |
| All | -79.0% | -70.3% | -8.6% | -65.3% |
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 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