+581.7%
TLN vs STLA
-59.1%
+640.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.3% | +2.5% | +3.5% |
| 7D | +7.1% | +2.6% | +4.5% | +6.6% |
| 30D | -3.9% | -1.2% | -2.6% | -3.8% |
| 3M | -16.2% | -24.8% | +8.6% | -12.0% |
| 6M | -5.8% | -25.6% | +19.8% | -1.3% |
| YTD | -15.4% | -48.9% | +33.5% | -6.0% |
| 1Y | -16.7% | -38.8% | +22.1% | -11.8% |
| 3Y | +473.8% | -64.5% | +538.3% | +556.8% |
| All | +581.7% | -59.1% | +640.8% | +679.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling