+25.8%
TMO vs STLA
-38.0%
+63.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.0% | -0.9% |
| 7D | -1.4% | +2.6% | -3.9% | -1.7% |
| 30D | +6.2% | -1.2% | +7.5% | +6.2% |
| 3M | +27.5% | -24.8% | +52.2% | +32.6% |
| 6M | +20.0% | -25.6% | +45.5% | +24.8% |
| YTD | +6.1% | -48.9% | +55.1% | +16.1% |
| 1Y | +25.8% | -38.8% | +64.6% | +29.0% |
| All | +25.8% | -38.0% | +63.9% | +29.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling