+29.5%
TPR vs STLA
-59.1%
+88.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | 0.0% |
| 7D | +12.1% | -4.9% | +17.0% | +12.4% |
| 30D | +16.7% | -4.9% | +21.6% | +17.0% |
| 3M | -17.4% | -23.7% | +6.3% | -15.8% |
| 6M | +2.3% | -45.0% | +47.2% | +6.5% |
| YTD | +7.1% | -60.9% | +68.0% | +7.1% |
| 1Y | +29.5% | -58.9% | +88.4% | +27.6% |
| All | +29.5% | -59.1% | +88.6% | +27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling