+77.9%
TEM vs STLA
-79.4%
+157.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.0% | -4.6% | -5.2% |
| 7D | -5.9% | -13.8% | +7.9% | +0.5% |
| 30D | +4.8% | -10.5% | +15.3% | +9.7% |
| 3M | +31.9% | -28.9% | +60.7% | +51.8% |
| 6M | +56.0% | -49.7% | +105.7% | +108.1% |
| YTD | +21.3% | -64.9% | +86.2% | +86.5% |
| 1Y | +5.4% | -64.0% | +69.4% | +58.5% |
| All | +77.9% | -79.4% | +157.3% | +162.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling