+396.0%
TPR vs STLA
-77.1%
+473.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.9% | +0.1% |
| 7D | -0.3% | -13.8% | +13.5% | +3.3% |
| 30D | +15.1% | -10.5% | +25.6% | +17.8% |
| 3M | +3.5% | -28.9% | +32.4% | +11.7% |
| 6M | +0.4% | -49.7% | +50.2% | +18.3% |
| YTD | +4.6% | -64.9% | +69.5% | +33.3% |
| 1Y | +33.1% | -64.0% | +97.1% | +67.3% |
| 3Y | +396.0% | -77.4% | +473.4% | +562.9% |
| All | +396.0% | -77.1% | +473.1% | +562.9% |
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