+106.1%
TOST vs STLA
-74.0%
+180.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.9% | +0.3% |
| 7D | +11.6% | -5.5% | +17.2% | +12.9% |
| 30D | +16.2% | -3.7% | +19.9% | +16.9% |
| 3M | +1.0% | -21.1% | +22.2% | +5.4% |
| 6M | +23.2% | -38.3% | +61.5% | +34.4% |
| YTD | -1.0% | -59.2% | +58.2% | +17.4% |
| 1Y | -9.9% | -56.7% | +46.8% | +4.7% |
| All | +106.1% | -74.0% | +180.1% | +105.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling