+191.1%
TRI vs STLA
+55.1%
+136.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.6% | +1.4% |
| 7D | -7.9% | -2.9% | -5.0% | -7.5% |
| 30D | -4.5% | +0.9% | -5.4% | -4.6% |
| 3M | +22.1% | -21.6% | +43.7% | +25.8% |
| 6M | -2.8% | -21.6% | +18.9% | -0.5% |
| YTD | -23.4% | -50.4% | +27.0% | -17.0% |
| 1Y | -41.5% | -43.6% | +2.0% | -38.2% |
| 3Y | -19.2% | -66.4% | +47.2% | -9.8% |
| 5Y | -9.4% | -62.3% | +52.9% | -3.0% |
| All | +191.1% | +55.1% | +136.0% | +149.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling