+34.5%
TLT vs STLA
+263.8%
-229.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.2% |
| 7D | -0.4% | +2.6% | -3.0% | -0.3% |
| 30D | -0.6% | -1.2% | +0.7% | -0.6% |
| 3M | -2.7% | -24.8% | +22.0% | -4.0% |
| 6M | -5.6% | -25.6% | +19.9% | -6.8% |
| YTD | -2.8% | -48.9% | +46.2% | -5.7% |
| 1Y | -1.4% | -38.8% | +37.3% | -3.3% |
| 3Y | -1.6% | -64.5% | +63.0% | -5.8% |
| 5Y | -33.8% | -62.4% | +28.6% | -35.8% |
| 10Y | -21.1% | +55.4% | -76.5% | -12.1% |
| All | +34.5% | +263.8% | -229.3% | +55.7% |
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