+628.3%
TLN vs STLA
-67.4%
+695.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.2% | +7.3% | +7.1% |
| 7D | -1.3% | -4.5% | +3.2% | -0.7% |
| 30D | -10.5% | -3.9% | -6.6% | -10.2% |
| 3M | +0.1% | -20.2% | +20.3% | +3.6% |
| 6M | -17.4% | -42.2% | +24.8% | -9.6% |
| YTD | -9.7% | -59.3% | +49.7% | +4.1% |
| 1Y | -12.3% | -56.1% | +43.8% | -1.0% |
| 3Y | +528.3% | -73.7% | +601.9% | +652.9% |
| All | +628.3% | -67.4% | +695.7% | +762.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling