-44.5%
TOST vs STLA
-72.8%
+28.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.8% |
| 7D | 0.0% | -13.8% | +13.8% | +5.3% |
| 30D | +16.2% | -10.5% | +26.7% | +20.2% |
| 3M | -1.5% | -28.9% | +27.3% | +9.8% |
| 6M | +55.3% | -49.7% | +105.0% | +95.7% |
| YTD | -2.3% | -64.9% | +62.6% | +37.6% |
| 1Y | -5.5% | -64.0% | +58.5% | +30.9% |
| 3Y | +151.1% | -77.4% | +228.6% | +303.4% |
| 5Y | -27.9% | -74.4% | +46.5% | -9.9% |
| All | -44.5% | -72.8% | +28.2% | -34.7% |
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