+34.7%
TLT vs STLA
+189.2%
-154.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | 0.0% |
| 7D | +0.3% | -6.4% | +6.6% | 0.0% |
| 30D | +5.1% | -1.3% | +6.4% | +5.1% |
| 3M | -0.2% | -19.9% | +19.7% | -1.1% |
| 6M | -2.9% | -42.9% | +40.0% | -5.3% |
| YTD | -2.7% | -59.4% | +56.7% | -6.6% |
| 1Y | -4.6% | -56.8% | +52.2% | -8.0% |
| 3Y | +6.1% | -73.1% | +79.1% | +0.2% |
| 5Y | -35.1% | -70.1% | +34.9% | -37.7% |
| 10Y | -12.5% | +19.8% | -32.3% | -3.8% |
| All | +34.7% | +189.2% | -154.5% | +54.3% |
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