+97.2%
TFC vs STLA
+46.8%
+50.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.1% |
| 7D | -1.3% | +0.4% | -1.7% | -1.5% |
| 30D | -2.3% | -5.2% | +2.9% | -0.9% |
| 3M | +2.5% | -24.9% | +27.3% | +12.5% |
| 6M | +9.5% | -25.2% | +34.7% | +19.4% |
| YTD | +5.1% | -51.4% | +56.5% | +32.2% |
| 1Y | +15.5% | -40.7% | +56.2% | +31.6% |
| 3Y | +95.2% | -66.3% | +161.4% | +167.1% |
| 5Y | +14.5% | -63.2% | +77.7% | +46.4% |
| 10Y | +97.2% | +48.7% | +48.5% | +54.5% |
| All | +97.2% | +46.8% | +50.4% | +54.5% |
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 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