-64.7%
TE vs STLA
-45.9%
-18.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.5% | +6.4% | +4.8% |
| 7D | -22.0% | -11.6% | -10.4% | -16.3% |
| 30D | -33.6% | -6.2% | -27.5% | -31.6% |
| 3M | -61.1% | -24.6% | -36.5% | -53.5% |
| 6M | -64.7% | -44.9% | -19.8% | -31.5% |
| All | -64.7% | -45.9% | -18.8% | -31.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling