+714.4%
TLN vs STLA
-69.8%
+784.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.5% | +8.4% | +5.4% |
| 7D | +15.9% | -11.6% | +27.5% | +18.3% |
| 30D | -0.3% | -6.2% | +5.9% | +0.4% |
| 3M | +5.8% | -24.6% | +30.4% | +10.5% |
| 6M | -1.2% | -44.9% | +43.7% | +8.9% |
| YTD | +1.0% | -62.3% | +63.3% | +17.8% |
| 1Y | +1.1% | -61.8% | +62.9% | +17.3% |
| 3Y | +591.7% | -75.3% | +667.0% | +738.6% |
| All | +714.4% | -69.8% | +784.2% | +876.6% |
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