+191.2%
TER vs STLA
-77.1%
+268.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.3% | -5.1% |
| 7D | +14.4% | -13.8% | +28.1% | +19.2% |
| 30D | -30.6% | -10.5% | -20.0% | -28.9% |
| 3M | -39.2% | -28.9% | -10.3% | -33.5% |
| 6M | -31.3% | -49.7% | +18.5% | -15.5% |
| YTD | +29.1% | -64.9% | +94.0% | +74.9% |
| 1Y | +47.4% | -64.0% | +111.5% | +97.1% |
| 3Y | +191.2% | -77.4% | +268.7% | +357.4% |
| All | +191.2% | -77.1% | +268.4% | +357.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling