-44.4%
TOST vs STLA
-68.5%
+24.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +4.0% | -6.4% | +10.4% | +6.4% |
| 30D | +11.1% | -1.3% | +12.4% | +11.1% |
| 3M | +0.8% | -19.9% | +20.8% | +8.0% |
| 6M | +38.8% | -42.9% | +81.7% | +67.4% |
| YTD | -2.1% | -59.4% | +57.3% | +31.1% |
| 1Y | -6.0% | -56.8% | +50.8% | +21.7% |
| 3Y | +149.8% | -73.1% | +222.8% | +273.2% |
| 5Y | -42.8% | -70.1% | +27.3% | -32.8% |
| All | -44.4% | -68.5% | +24.1% | -37.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling