+416.5%
TPR vs STLA
-74.0%
+490.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | +14.2% | -4.5% | +18.7% | +15.3% |
| 30D | +17.1% | -3.9% | +21.0% | +17.8% |
| 3M | -17.7% | -20.2% | +2.5% | -13.6% |
| 6M | -10.2% | -42.2% | +32.0% | +2.3% |
| YTD | +4.9% | -59.3% | +64.2% | +28.9% |
| 1Y | +36.1% | -56.1% | +92.2% | +61.8% |
| 3Y | +416.5% | -73.7% | +490.1% | +577.0% |
| All | +416.5% | -74.0% | +490.5% | +577.0% |
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