+33.0%
TLT vs STLA
+168.9%
-136.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.6% | -0.1% |
| 7D | -1.0% | -11.6% | +10.6% | -1.6% |
| 30D | +3.7% | -6.2% | +9.8% | +3.4% |
| 3M | -0.8% | -24.6% | +23.8% | -2.0% |
| 6M | -3.6% | -44.9% | +41.3% | -6.1% |
| YTD | -3.9% | -62.3% | +58.3% | -8.1% |
| 1Y | -6.2% | -61.8% | +55.6% | -10.2% |
| 3Y | +4.2% | -75.3% | +79.5% | -2.1% |
| 5Y | -34.7% | -72.5% | +37.8% | -37.6% |
| 10Y | -11.8% | +0.8% | -12.6% | -4.0% |
| All | +33.0% | +168.9% | -136.0% | +51.8% |
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 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