+708.6%
TLN vs STLA
-71.9%
+780.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.7% | -2.6% |
| 7D | +11.0% | -13.8% | +24.8% | +13.7% |
| 30D | +4.9% | -10.5% | +15.4% | +6.3% |
| 3M | +4.9% | -28.9% | +33.8% | +10.6% |
| 6M | +7.1% | -49.7% | +56.9% | +19.9% |
| YTD | +0.3% | -64.9% | +65.2% | +18.3% |
| 1Y | +5.9% | -64.0% | +69.9% | +23.9% |
| 3Y | +578.5% | -77.4% | +655.9% | +733.3% |
| All | +708.6% | -71.9% | +780.5% | +880.9% |
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