+6.9%
TMO vs STLA
-63.7%
+70.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -2.5% | -3.8% | +1.4% | -1.6% |
| 30D | -0.3% | -3.1% | +2.8% | +0.3% |
| 3M | +25.3% | -19.6% | +44.9% | +31.1% |
| 6M | +20.9% | -23.5% | +44.3% | +27.5% |
| YTD | +4.3% | -51.5% | +55.8% | +21.6% |
| 1Y | +27.0% | -39.7% | +66.7% | +38.3% |
| 3Y | +17.5% | -66.3% | +83.8% | +41.2% |
| 5Y | +6.9% | -63.1% | +70.1% | +16.1% |
| All | +6.9% | -63.7% | +70.6% | +16.1% |
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