+100.1%
TEM vs STLA
-77.1%
+177.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.6% | -1.0% | -3.0% |
| 7D | +3.5% | -4.9% | +8.4% | +5.8% |
| 30D | +13.5% | -4.9% | +18.5% | +15.7% |
| 3M | +46.3% | -23.7% | +69.9% | +63.2% |
| 6M | +61.5% | -45.0% | +106.5% | +107.1% |
| YTD | +36.4% | -60.9% | +97.3% | +100.1% |
| 1Y | +12.2% | -58.9% | +71.1% | +58.3% |
| All | +100.1% | -77.1% | +177.2% | +181.7% |
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