+6.7%
TEM vs STLA
-64.2%
+70.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -6.1% | +1.6% | -3.3% |
| 7D | +7.8% | -13.1% | +20.8% | +10.6% |
| 30D | +11.2% | -13.3% | +24.5% | +14.1% |
| 3M | +39.0% | -27.9% | +66.8% | +46.2% |
| 6M | +61.6% | -47.8% | +109.5% | +75.9% |
| YTD | +28.5% | -64.6% | +93.1% | +44.4% |
| 1Y | +6.7% | -64.0% | +70.7% | +17.8% |
| All | +6.7% | -64.2% | +70.9% | +17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling