-5.8%
TLN vs STLA
-26.6%
+20.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.3% | +2.5% | +3.5% |
| 7D | +7.1% | +2.6% | +4.5% | +6.5% |
| 30D | -3.9% | -1.2% | -2.6% | -3.8% |
| 3M | -16.2% | -24.8% | +8.6% | -9.1% |
| 6M | -5.8% | -25.6% | +19.8% | -0.2% |
| All | -5.8% | -26.6% | +20.8% | -0.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling