+60.5%
TEM vs STLA
-70.0%
+130.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.3% | -0.7% |
| 7D | +0.9% | +2.6% | -1.7% | -0.3% |
| 30D | +38.4% | -1.2% | +39.6% | +39.2% |
| 3M | +23.7% | -24.8% | +48.4% | +39.6% |
| 6M | +26.0% | -25.6% | +51.6% | +41.9% |
| YTD | +9.4% | -48.9% | +58.4% | +44.2% |
| 1Y | -17.3% | -38.8% | +21.5% | -5.4% |
| All | +60.5% | -70.0% | +130.6% | +103.0% |
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