-34.3%
TLT vs STLA
-70.1%
+35.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +0.1% | -4.5% | +4.6% | +0.2% |
| 30D | +6.2% | -3.9% | +10.1% | +6.3% |
| 3M | +0.1% | -20.2% | +20.2% | +0.5% |
| 6M | -3.0% | -42.2% | +39.2% | -1.8% |
| YTD | -2.7% | -59.3% | +56.6% | -1.1% |
| 1Y | -4.8% | -56.1% | +51.2% | -3.4% |
| 3Y | +6.9% | -73.7% | +80.6% | +8.8% |
| All | -34.3% | -70.1% | +35.7% | -35.0% |
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