+227.9%
TPR vs STLA
-72.6%
+300.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.8% | -0.4% |
| 7D | +6.4% | -11.6% | +18.0% | +11.1% |
| 30D | +13.8% | -6.2% | +19.9% | +15.6% |
| 3M | -16.6% | -24.6% | +8.0% | -8.8% |
| 6M | +0.7% | -44.9% | +45.6% | +23.5% |
| YTD | +5.3% | -62.3% | +67.6% | +46.0% |
| 1Y | +32.4% | -61.8% | +94.2% | +81.1% |
| 3Y | +406.4% | -75.3% | +481.7% | +709.3% |
| 5Y | +227.9% | -72.5% | +300.4% | +349.4% |
| All | +227.9% | -72.6% | +300.5% | +349.4% |
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