-15.1%
TLN vs STLA
-40.1%
+25.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.1% | +5.8% | +3.0% |
| 7D | +10.9% | +0.7% | +10.2% | +10.8% |
| 30D | -6.3% | -2.4% | -4.0% | -6.2% |
| 3M | -10.7% | -23.9% | +13.2% | -8.3% |
| 6M | +1.6% | -24.6% | +26.2% | +4.0% |
| YTD | -13.1% | -50.5% | +37.4% | -9.3% |
| 1Y | -15.1% | -39.8% | +24.8% | -13.3% |
| All | -15.1% | -40.1% | +25.1% | -13.3% |
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