+406.2%
TPR vs STLA
+190.5%
+215.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -4.5% | +11.6% | +8.5% |
| 7D | +13.9% | -5.5% | +19.4% | +15.7% |
| 30D | +14.9% | -3.7% | +18.6% | +15.6% |
| 3M | -15.4% | -21.1% | +5.8% | -10.0% |
| 6M | -4.5% | -38.3% | +33.9% | +9.1% |
| YTD | +6.0% | -59.2% | +65.2% | +34.4% |
| 1Y | +24.3% | -56.7% | +81.0% | +53.8% |
| 3Y | +412.8% | -74.3% | +487.2% | +623.1% |
| 5Y | +258.4% | -70.2% | +328.7% | +375.6% |
| 10Y | +396.8% | +23.4% | +373.5% | +395.3% |
| All | +406.2% | +190.5% | +215.6% | +398.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling