-16.7%
TLN vs STLA
-38.0%
+21.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.3% | +2.5% | +3.6% |
| 7D | +7.1% | +2.6% | +4.5% | +6.8% |
| 30D | -3.9% | -1.2% | -2.6% | -3.9% |
| 3M | -16.2% | -24.8% | +8.6% | -13.8% |
| 6M | -5.8% | -25.6% | +19.8% | -3.7% |
| YTD | -15.4% | -48.9% | +33.5% | -11.9% |
| 1Y | -16.7% | -38.8% | +22.1% | -15.1% |
| All | -16.7% | -38.0% | +21.3% | -15.1% |
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