+1,183.2%
TMO vs STLA
+252.7%
+930.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -1.3% |
| 7D | +0.4% | +0.7% | -0.3% | +0.3% |
| 30D | +1.5% | -2.4% | +3.9% | +1.8% |
| 3M | +28.5% | -23.9% | +52.4% | +33.9% |
| 6M | +20.4% | -24.6% | +45.0% | +25.3% |
| YTD | +4.3% | -50.5% | +54.8% | +15.4% |
| 1Y | +24.1% | -39.8% | +64.0% | +32.3% |
| 3Y | +17.5% | -65.6% | +83.1% | +34.1% |
| 5Y | +6.8% | -62.1% | +68.9% | +18.1% |
| 10Y | +311.9% | +47.8% | +264.1% | +273.1% |
| All | +1,183.2% | +252.7% | +930.6% | +1,040.6% |
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