+399.5%
TPR vs STLA
-75.4%
+474.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.8% | -0.8% |
| 7D | +6.4% | -11.6% | +18.0% | +9.5% |
| 30D | +13.8% | -6.2% | +19.9% | +15.1% |
| 3M | -16.6% | -24.6% | +8.0% | -11.3% |
| 6M | +0.7% | -44.9% | +45.6% | +15.9% |
| YTD | +5.3% | -62.3% | +67.6% | +31.9% |
| 1Y | +32.4% | -61.8% | +94.2% | +64.2% |
| All | +399.5% | -75.4% | +474.9% | +556.1% |
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