-53.2%
TE vs STLA
-37.6%
-15.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.8% |
| 7D | -4.0% | +2.6% | -6.5% | -4.9% |
| 30D | -15.9% | -1.2% | -14.7% | -15.6% |
| 3M | -60.5% | -24.8% | -35.8% | -56.1% |
| 6M | -35.2% | -25.6% | -9.6% | -27.8% |
| YTD | -31.1% | -48.9% | +17.8% | -14.6% |
| 1Y | +148.6% | -38.8% | +187.4% | +177.9% |
| 3Y | -26.4% | -64.5% | +38.1% | +4.8% |
| 5Y | -48.0% | -62.4% | +14.4% | -30.7% |
| All | -53.2% | -37.6% | -15.6% | -39.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling