+680.9%
TLN vs STLA
-67.5%
+748.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.2% | +7.5% | +7.3% |
| 7D | +9.1% | -6.4% | +15.4% | +10.1% |
| 30D | -4.1% | -1.3% | -2.7% | -4.2% |
| 3M | +4.4% | -19.9% | +24.4% | +8.0% |
| 6M | -6.0% | -42.9% | +36.9% | +3.1% |
| YTD | -3.1% | -59.4% | +56.3% | +11.6% |
| 1Y | -6.1% | -56.8% | +50.8% | +6.4% |
| 3Y | +575.3% | -73.1% | +648.4% | +708.1% |
| All | +680.9% | -67.5% | +748.4% | +825.5% |
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