-20.7%
TLT vs STLA
+48.0%
-68.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.0% | -0.1% |
| 7D | +0.4% | +0.7% | -0.3% | +0.4% |
| 30D | -0.3% | -2.4% | +2.1% | -0.4% |
| 3M | -1.7% | -23.9% | +22.1% | -2.6% |
| 6M | -4.9% | -24.6% | +19.7% | -5.7% |
| YTD | -2.8% | -50.5% | +47.7% | -5.1% |
| 1Y | -4.2% | -39.8% | +35.6% | -5.5% |
| 3Y | -1.1% | -65.6% | +64.5% | -4.6% |
| 5Y | -33.7% | -62.1% | +28.4% | -35.1% |
| 10Y | -20.7% | +47.8% | -68.5% | -11.8% |
| All | -20.7% | +48.0% | -68.7% | -11.8% |
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 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