+240.4%
TPR vs STLA
-62.4%
+302.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.5% |
| 7D | -2.3% | +2.6% | -4.9% | -3.3% |
| 30D | -23.0% | -1.2% | -21.7% | -22.9% |
| 3M | -12.5% | -24.8% | +12.3% | -3.1% |
| 6M | -21.4% | -25.6% | +4.1% | -13.0% |
| YTD | -3.5% | -48.9% | +45.4% | +21.0% |
| 1Y | +17.4% | -38.8% | +56.1% | +32.5% |
| 3Y | +291.3% | -64.5% | +355.8% | +441.2% |
| All | +240.4% | -62.4% | +302.8% | +316.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling