+109.8%
TEM vs STLA
-76.2%
+186.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.2% | +11.3% | +11.1% |
| 7D | +7.6% | -6.4% | +14.0% | +10.6% |
| 30D | +19.0% | -1.3% | +20.4% | +19.3% |
| 3M | +62.2% | -19.9% | +82.2% | +77.3% |
| 6M | +69.4% | -42.9% | +112.2% | +113.6% |
| YTD | +43.0% | -59.4% | +102.4% | +106.3% |
| 1Y | +18.0% | -56.8% | +74.8% | +62.5% |
| All | +109.8% | -76.2% | +186.0% | +190.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling