+802.8%
TEAM vs STLA
+14.6%
+788.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.9% | -3.0% |
| 7D | -0.4% | +2.6% | -3.0% | -1.1% |
| 30D | +67.3% | -1.2% | +68.5% | +67.8% |
| 3M | +86.8% | -24.8% | +111.5% | +101.5% |
| 6M | +146.8% | -25.6% | +172.4% | +163.8% |
| YTD | +16.9% | -48.9% | +65.9% | +37.9% |
| 1Y | +12.8% | -38.8% | +51.6% | +24.4% |
| 3Y | -7.3% | -64.5% | +57.3% | +15.5% |
| 5Y | -50.7% | -62.4% | +11.7% | -41.4% |
| 10Y | +529.8% | +55.4% | +474.4% | +386.5% |
| All | +802.8% | +14.6% | +788.2% | +661.8% |
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